Test of linear trend in eigenvalues of a covariance matrix with application to data analysis

DOI10.1111/J.2044-8317.1996.TB01090.XzbMATH Open0898.62075OpenAlexW1997997611WikidataQ36838420 ScholiaQ36838420MaRDI QIDQ4364017FDOQ4364017

Authors: Peter M. Bentler, Ke-Hai Yuan 

Publication date: 3 November 1998

Published in: British Journal of Mathematical and Statistical Psychology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.2044-8317.1996.tb01090.x

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zbMATH Keywords

principal componentsfactor analysisscree testequality of eigenvalues

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Hypothesis testing in multivariate analysis (62H15)

Cited In (5)

• Tests for linear trend in the smallest eigenvalues of the correlation matrix
• Estimating the number of signals using principal component analysis
• Test of linear trend in eigenvalues of k covariance matrices with applications in common principal components analysis
• Automatic dimensionality selection from the scree plot via the use of profile likelihood
• Considering Horn's parallel analysis from a random matrix theory point of view

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