A Test for a Specific Principal Component of a Correlation Matrix

DOI10.2307/2290407zbMath0733.62065OpenAlexW4254071581MaRDI QIDQ3359600

James R. Schott

Publication date: 1991

Full work available at URL: https://doi.org/10.2307/2290407

zbMATH Keywords

correlation matrixprincipal components analysislatent vectorasymptotically chi-squared procedureM estimates of scatter

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

Related Items (6)

Model-based principal components of correlation matrices ⋮ Optimal rank-based testing for principal components ⋮ Inferences on correlation coefficients in some classes of nonnormal distributions ⋮ A local parameterization of orthogonal and semi-orthogonal matrices with applications ⋮ Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models ⋮ Self-consistency: A fundamental concept in statistics

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