Some relations between the comparison of covariance matrices and principal component analysis
DOI10.1016/0167-9473(83)90077-4zbMATH Open0555.62052OpenAlexW2029795429MaRDI QIDQ760736FDOQ760736
Authors: D. Kharzeev 
Publication date: 1983
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(83)90077-4
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Cites Work
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- Between-Groups Comparison of Principal Components
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- Upper percentage points of the largest root of a matrix in multivariate analysis
- Charts of Some Upper Percentage Points of the Distribution of the Largest Characteristic Root
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- On the Distributions of the Ratios of the Roots of a Covariance Matrix and Wilks' Criterion for Tests of Three Hypotheses
Cited In (12)
- Principal components on coefficient of variation matrices
- Some inequalities contrasting principal component and factor analyses solutions
- Exploratory data structure comparisons: three new visual tools based on principal component analysis
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- Investigations on the Similarity of the Structure of Two Covariance Matrices for Some Blood Pressure Data
- Reduced-rank estimation of the difference between two covariance matrices
- Principal component analysis with drop rank covariance matrix
- Application of multiple comparison type procedures to the eigenvalues of §-11:§2:
- On the algebraic relation between principal components corresponding to two different sets of weights
- Factor-based comparison of several populations using the COMPAR software
- The equivalence between principal component analysis and nearest flat in the least square sense
- A graphical procedure for comparing the principal components of several covariance matrices
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