An improved chi-squared test for a principal component

DOI10.1016/0167-7152(87)90011-3zbMath0618.62063OpenAlexW2021588747MaRDI QIDQ1822427

James R. Schott

Publication date: 1987

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90011-3

zbMATH Keywords

expected valuesimulation studychi-squared approximationlatent rootlatent vectorfirst principal component vector

Mathematics Subject Classification ID

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

Cites Work

• A class of asymptotic tests for principal component vectors
• Asymptotic inference for eigenvectors
• Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices
• TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• Asymptotic Theory for Principal Component Analysis
• Properties of sufficiency and statistical tests

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