On asymptotic distribution of the test statistic for the mean of the non-isotropic principal component

DOI10.1080/03610918608812567zbMATH Open0612.62077OpenAlexW2014942038MaRDI QIDQ3753305FDOQ3753305

Authors:

Publication date: 1986

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918608812567

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zbMATH Keywords

reduction of dimensionalityprincipal componentlarge sample distributionStudent's t distributiont statistic

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cited In (1)

• Tests concerning two non-isotropic principal components

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