Common principal component subspaces in two groups

DOI10.1093/BIOMET/75.2.229MaRDI QIDQ3779599zbMATH OpenOpenAlexFDO

Authors James R. Schott

Publication date 1988

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/75.2.229

zbMATH Keywords

principal component analysissimulationdimensionality reductionnumerical examplelatent rootlatent vectorapproximate procedurehypothesis of common subspaces

Mathematics Subject Classification ID

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

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• Estimating correlation matrices that have common eigenvectors.
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