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

DOI10.1016/0047-259X(84)90037-XMaRDI QIDQ793465zbMATH OpenFDO

Authors Christine M. Waternaux

Publication date 1984

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

Full work available at URL https://doi.org/10.1016/0047-259X(84)90037-X

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

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Cites work

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

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