Some tests for common principal component subspaces in several groups

DOI10.1093/BIOMET/78.4.771MaRDI QIDQ4020616zbMATH OpenOpenAlexFDO

Authors James R. Schott

Publication date 17 January 1993

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/78.4.771

Mathematics Subject Classification ID

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

Cited in

(17)

• Estimating correlation matrices that have common eigenvectors.
• Testing proportionality of two large-dimensional covariance matrices
• On testing common indices for two multi-index models: a link-free approach
• A high dimensional nonparametric test for proportional covariance matrices
• A link-free approach for testing common indices for three or more multi-index models
• Reduced-rank estimation of the difference between two covariance matrices
• Tests of some hypotheses on characteristic roots of covariance matrices not requiring normality assumptions.
• A test of the hypothesis of partial common principal components
• Testing the equality of two high-dimensional spatial sign covariance matrices
• Allometric Extension
• Shared subspace models for multi-group covariance estimation
• High-dimensional proportionality test of two covariance matrices and its application to gene expression data
• Some tests for the equality of covariance matrices
• Reducing subspace models for large‐scale covariance regression
• Preliminary Multiple-Test Estimation, With Applications to k-Sample Covariance Estimation
• An efficient \(k\) nearest neighbor search for multivariate time series
• Robust tests for the common principal components model

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