Eigenprojections and the equality of latent roots of a correlation matrix

DOI10.1016/S0167-9473(96)00033-3MaRDI QIDQ672033zbMATH OpenFDO

Authors James R. Schott

Publication date 27 February 1997

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

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)

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Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 3776305 (Why is no real title available?)
• scientific article; zbMATH DE number 40988 (Why is no real title available?)
• scientific article; zbMATH DE number 49702 (Why is no real title available?)
• scientific article; zbMATH DE number 194139 (Why is no real title available?)
• Asymptotic Theory for Principal Component Analysis
• Asymptotic inference for eigenvectors
• Generalized Inverses, Wald's Method, and the Construction of Chi-Squared Tests of Fit
• Hadamard products and multivariate statistical analysis
• TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
• Testing the equality of the smallest latent roots of a correlation matrix
• The commutation matrix: Some properties and applications

Cited in

(2)

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

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