Principal components under singularity

DOI10.12988/IMF.2007.07094zbMath1144.62327OpenAlexW2489984735MaRDI QIDQ3518855

José A. Díaz-García, Raúl Alberto Pérez-Agamez

Publication date: 12 August 2008

Published in: International Mathematical Forum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.12988/imf.2007.07094

zbMATH Keywords

likelihood ratio testeigenvaluessphericity testsingular distributionsingular random matrix

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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