Some relations between the comparison of covariance matrices and principal component analysis

DOI10.1016/0167-9473(83)90077-4MaRDI QIDQ760736zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Mahalanobis distanceeigenvectorscomparison of covariance matricesdegrees of similaritygeneraliation of principal component analysis to two groupsRoy's largest and smallest roots criterion

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3673370 (Why is no real title available?)
• scientific article; zbMATH DE number 3780417 (Why is no real title available?)
• scientific article; zbMATH DE number 3507859 (Why is no real title available?)
• scientific article; zbMATH DE number 3553575 (Why is no real title available?)
• scientific article; zbMATH DE number 3626442 (Why is no real title available?)
• scientific article; zbMATH DE number 3236105 (Why is no real title available?)
• Between-Groups Comparison of Principal Components
• Charts of Some Upper Percentage Points of the Distribution of the Largest Characteristic Root
• On the Distributions of the Ratios of the Roots of a Covariance Matrix and Wilks' Criterion for Tests of Three Hypotheses
• Upper percentage points of the largest root of a matrix in multivariate analysis

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
• scientific article; zbMATH DE number 1192567 (Why is no real title available?)
• Reduced-rank estimation of the difference between two covariance matrices
• Investigations on the Similarity of the Structure of Two Covariance Matrices for Some Blood Pressure Data
• Principal component analysis with drop rank covariance matrix
• Factor-based comparison of several populations using the COMPAR software
• 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
• 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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