An approximate test for common principal component subspaces in two groups

DOI10.1007/BF00773675zbMath0772.62034MaRDI QIDQ1260712

Teruo Fujioka

Publication date: 25 August 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

data reductionprincipal componentslatent rootasymptotic null distributionlatent vectorstwo sample problemsconditional Haar distributionpopulation covariance matrices

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

Estimating correlation matrices that have common eigenvectors.

Cites Work

• Unnamed Item
• Comparison of factor spaces of two related populations
• Asymptotic theory for common principal component analysis
• Common principal component subspaces in two groups
• Between-Groups Comparison of Principal Components
• Two generalizations of the common principal component model
• Between-group comparison of principal components — some sampling results
• Asymptotic Theory for Principal Component Analysis

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