Between-group analysis with heterogeneous covariance matrices: The common principal component model

DOI10.1007/BF01889705zbMATH Open0714.62051MaRDI QIDQ751123FDOQ751123

Wojtek J. Krzanowski

Publication date: 1990

Published in: Journal of Classification (Search for Journal in Brave)

zbMATH Keywords

eigenvalueseigenvectorscanonical variate analysiscommon principal component modelbetween- group analysisMatusita distancemetric scaling

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Cites Work

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• On Information and Sufficiency
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• Some distance properties of latent root and vector methods used in multivariate analysis
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• Classification into two Multivariate Normal Distributions with Different Covariance Matrices
• Diversity and dissimilarity coefficients: A unified approach
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• Quadratic discrimination: Some results on optimal low-dimensional representation
• On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
• The Mahalanobis distance and elliptic distributions
• Decision rule, based on the distance, for the classification problem
• Title not available (Why is that?)
• The comparison of sample covariance matrices using likelihood ratio tests

Cited In (7)

• On estimating the dimensionality in discriminant analysis
• Ordination in the presence of group structure, for general multivariate data
• Estimating common principal components in high dimensions
• Some Observations on the Correlation Determinant
• Recipes for sparse LDA of horizontal data
• Shared and specific independent components analysis for between-group comparison
• What Should Be Done When an Estimated Between-Group Covariance Matrix Is Not Nonnegative Definite?

Uses Software

• AS 211

   Recommendations

• Title not available (Why is that?) 👍 👎
• Two generalizations of the common principal component model 👍 👎
• Partial common principal component subspaces 👍 👎
• An approximate test for common principal component subspaces in two groups 👍 👎
• Discriminant analysis under the common principal components model 👍 👎

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