Likelihood ratio tests for principal components

DOI10.1006/JMVA.1995.1012zbMath0813.62052OpenAlexW2085554809MaRDI QIDQ1347081

Lutz Dümbgen

Publication date: 6 June 1995

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: http://archiv.ub.uni-heidelberg.de/volltextserver/21470/1/report.04.pdf

zbMATH Keywords

bootstrapeigenvalueeigenvectoroptimalityconvex conecritical valueslikelihood ratio statisticslocal alternativesprincipal componentsconfidence setscatter matrixWishart model

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)

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