An improved chi-squared test for a principal component (Q1822427)
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scientific article; zbMATH DE number 4003288
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An improved chi-squared test for a principal component |
scientific article; zbMATH DE number 4003288 |
Statements
An improved chi-squared test for a principal component (English)
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1987
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The expected value is computed for a statistic which is used to test that a specified unit vector is actually the first principal component vector. This suggests an adjusted statistic with a better chi-squared approximation.
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latent root
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latent vector
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simulation study
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expected value
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first principal component vector
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chi-squared approximation
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0.8996751
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0.88070667
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0.87371755
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0.87078273
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0.86851966
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