Test of linear trend in eigenvalues of k covariance matrices with applications in common principal components analysis (Q4839321)
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scientific article; zbMATH DE number 774811
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test of linear trend in eigenvalues of k covariance matrices with applications in common principal components analysis |
scientific article; zbMATH DE number 774811 |
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Test of linear trend in eigenvalues of k covariance matrices with applications in common principal components analysis (English)
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17 July 1995
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scree test
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common principal components
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asymptotic distribution
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likelihood ratio test
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covariance matrices
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eigenvalues
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linear trend hypothesis
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equality hypothesis
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