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

DOI10.1007/BF01889705MaRDI QIDQ751123zbMATH OpenFDO

Authors 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)

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• Diversity and dissimilarity coefficients: A unified approach
• On Information and Sufficiency
• On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
• Quadratic discrimination: Some results on optimal low-dimensional representation
• Some distance properties of latent root and vector methods used in multivariate analysis
• The Mahalanobis distance and elliptic distributions
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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?

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Uses Software

• AS 211

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