A Comparison of Some Methods for the Selection of a Common Eigenvector Model for the Covariance Matrices of Two Groups

DOI10.1080/03610918.2014.932801zbMath1345.62086OpenAlexW2020690345MaRDI QIDQ2821061

D. W. Uys, P. T. Pepler, Daan G. Nel

Publication date: 16 September 2016

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.932801

zbMATH Keywords

bootstrapprincipal component analysiseigenvectorsMonte Carlo simulationcommon principal components

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (3)

The fixed effects PCA model in a common principal component environment ⋮ Regularized covariance matrix estimation under the common principal components model ⋮ Semiparametric partial common principal component analysis for covariance matrices

Uses Software

• R

Cites Work

• Unnamed Item
• Robust tests for the common principal components model
• Testing for Common Principal Components under Heterokurticity
• A Bootstrap Comparison of Genetic Covariance Matrices
• Two generalizations of the common principal component model
• An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form
• A new look at the statistical model identification

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