Eigenprojections and the equality of latent roots of a correlation matrix

DOI10.1016/S0167-9473(96)00033-3zbMATH Open0875.62228MaRDI QIDQ672033FDOQ672033

Authors: James R. Schott 

Publication date: 27 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

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zbMATH Keywords

Principal components analysisChi-squared test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Factor analysis and principal components; correspondence analysis (62H25) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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• TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
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• Hadamard products and multivariate statistical analysis
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• Asymptotic Theory for Principal Component Analysis
• The commutation matrix: Some properties and applications
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• Asymptotic inference for eigenvectors
• Generalized Inverses, Wald's Method, and the Construction of Chi-Squared Tests of Fit
• Testing the equality of the smallest latent roots of a correlation matrix

Cited In (2)

• Testing the equality of the smallest latent roots of a correlation matrix
• Inferences on correlation coefficients in some classes of nonnormal distributions

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