Principal components in the nonnormal case: The test of equality of q roots

DOI10.1016/0047-259X(84)90037-XMaRDI QIDQ793465zbMATHFDO

Authors Christine M. Waternaux

Publication date 1984

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

principal componentscumulantsnonnormal caseelliptical parent distributionlimiting distribution of the likelihood ratio statisticlinear combination of chi-square distributionstest for equality of variancestest of equality of q roots

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• A NON-PARAMETRIC METHOD TO TEST EQUALITY OF INTERMEDIATE LATENT ROOTS OF TWO POPULATIONS IN A PRINCIPAL COMPONENT ANALYSIS
• Principal component decomposition of non-parametric tests
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• NONPARAMETRIC TEST FOR EQUALITY OF INTERMEDIATE LATENT ROOTS IN NON-NORMAL DISTRIBUTION
• Nonlinear principal components. II: Characterization of normal distributions
• Using principal components to test normality of high-dimensional data

Cites work

• scientific article; zbMATH DE number 3678955 (Why is no real title available?)
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• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• scientific article; zbMATH DE number 3354336 (Why is no real title available?)
• scientific article; zbMATH DE number 3362815 (Why is no real title available?)
• scientific article; zbMATH DE number 3390165 (Why is no real title available?)
• A Monte-Carlo study of asymptotically robust tests for correlation coefficients
• Asymptotic Theory for Principal Component Analysis
• Asymptotic distribution of the sample roots for a nonnormal population
• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
• Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
• Jackknifing Variances
• Robust Estimation of Dispersion Matrices and Principal Components
• Robust m-estimators of multivariate location and scatter
• TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
• The Influence Curve and Its Role in Robust Estimation

Cited in

(17)

• Covariance matrices of quadratic forms in elliptical distributions
• Power enhancement for dimension detection of Gaussian signals
• Comparison of Correction Factors and Sample Size Required to Test the Equality of the Smallest Eigenvalues in Principal Component Analysis
• A 50-year personal journey through time with principal component analysis
• NONPARAMETRIC TEST FOR EQUALITY OF INTERMEDIATE LATENT ROOTS IN NON-NORMAL DISTRIBUTION
• Comparison of some goodness of fit tests for a single non-isotropic hypothetical principal component
• Tests of some hypotheses on characteristic roots of covariance matrices not requiring normality assumptions.
• On testing the equality of latent roots of scatter matrices under ellipticity
• Modified Kent's statistics for testing goodness of fit for the Fisher distribution in small concentrated samples
• On asymptotic distribution of the test statistic for the mean of the non-isotropic principal component
• A note on the limiting distribution of certain characteristic roots
• Testing the equality of several intraclass correlation coefficients
• Eigenprojections and the equality of latent roots of a correlation matrix
• The Structure of Ellipsoidal Distributions, II. Principal Components
• A class of asymptotic tests for principal component vectors
• Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis
• The asymptotic distribution of principal component roots under local alternatives to multiple roots

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