Testing for the redundancy of variables in principal components analysis

DOI10.1016/0167-7152(91)90114-7zbMath0744.62090OpenAlexW2027956133MaRDI QIDQ1176996

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

simulationasymptotic expansionprincipal componentsdimensionality reductionBartlett adjustment factoradjusted statisticstesting for the redundancy of variables

Mathematics Subject Classification ID

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

Related Items

Principal components on coefficient of variation matrices

Cites Work

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