Testing for the redundancy of variables in principal components analysis

DOI10.1016/0167-7152(91)90114-7MaRDI QIDQ1176996zbMATH OpenOpenAlexFDO

Authors James R. Schott

Publication date 25 June 1992

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(91)90114-7

zbMATH Keywords

principal componentsasymptotic expansionsimulationdimensionality reductionBartlett adjustment factoradjusted statisticstesting for the redundancy of variables

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 3930124 (Why is no real title available?)
• scientific article; zbMATH DE number 3660622 (Why is no real title available?)
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• An adjustment for a test concerning a principal component subspace
• Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices
• Asymptotic inference for eigenvectors
• Robust Estimation of Dispersion Matrices and Principal Components
• TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES

Cited in

(4)

• On a test of dimensionality in redundancy analysis
• Principal components on coefficient of variation matrices
• scientific article; zbMATH DE number 18857 (Why is no real title available?)
• Tests for redundancy of some variables in correspondence analysis

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