Inference on covariance matrices under rank restrictions

DOI10.1016/0047-259X(90)90048-MzbMath0699.62060OpenAlexW2031124763MaRDI QIDQ913413

Robert J. Boik

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0047-259x(90)90048-m

zbMATH Keywords

measuresrepeateddimensionalitycovariance matrixsimulation studyinteractionprincipal componentsreduced-rank regressionstatisticConfidence intervalsfactor analysis modelextended table of null percentiles of the likelihood ratio testextended table of null percentiles of the likelihood ratio test statisticlocally best invariant test of sphericitylower rank matrixmatrix of expectationsrank-1 alternativesreduced-rank modeltwo-way fixed and mixed effects classification

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Hypothesis testing in multivariate analysis (62H15)

Related Items

A comparison of three invariant tests of additivity in two-way classifications with no replications, A three-degree of freedom test of additivity in three-way classification

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