Tests for Kronecker envelope models in multilinear principal components analysis

DOI10.1093/BIOMET/ASU029MaRDI QIDQ2934775zbMATH OpenOpenAlexFDO

Authors James R. Schott

Publication date 22 December 2014

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/asu029

zbMATH Keywords

likelihood ratio testsaddlepoint approximationasymptotic null distribution

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15)

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Cited in

(4)

• Multilinear common component analysis via Kronecker product representation
• Independent component analysis for tensor-valued data
• On the likelihood ratio test for envelope models in multivariate linear regression
• On the asymptotic normality and efficiency of Kronecker envelope principal component analysis

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