Test of linear trend in eigenvalues of k covariance matrices with applications in common principal components analysis

DOI10.1080/03610929408831438zbMath0824.62051MaRDI QIDQ4839321

Peter M. Bentler, Ke-Hai Yuan

Publication date: 17 July 1995

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929408831438

zbMATH Keywords

asymptotic distribution; likelihood ratio test; eigenvalues; common principal components; covariance matrices; scree test; equality hypothesis; linear trend hypothesis

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62H15: Hypothesis testing in multivariate analysis

Related Items

Tests for linear trend in the smallest eigenvalues of the correlation matrix

Cites Work

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• Asymptotic theory for common principal component analysis
• Multiple population covariance structure analysis under arbitrary distribution theory
• Two generalizations of the common principal component model
• An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form
• Some Problems Associated with the Analysis of Multiresponse Data
• Asymptotic Theory for Principal Component Analysis