Permutation Test for Equality of Individual an Eigenvalue from a Covariance Matrix in High-Dimension

DOI10.1080/03610910903090153zbMath1191.62087OpenAlexW2170104299MaRDI QIDQ3652713

Emiko Hino, Takakazu Sugiyama, Hidetoshi Murakami

Publication date: 16 December 2009

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

Full work available at URL: https://doi.org/10.1080/03610910903090153

zbMATH Keywords

eigenvaluepermutation testprincipal component scorehigh dimensional case

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Eigenvalues, singular values, and eigenvectors (15A18)

Cites Work

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• Principal component analysis.
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• PERMUTATION TEST FOR EQUALITY OF EACH CHARACTERISTIC ROOT IN TWO POPULATIONS
• Nonparametric Test for Eigenvalues of Covariance Matrix in Multipopulation
• Asymptotic expansions for the distributions of the sample roots under nonnormality
• A NON-PARAMETRIC METHOD TO TEST EQUALITY OF INTERMEDIATE LATENT ROOTS OF TWO POPULATIONS IN A PRINCIPAL COMPONENT ANALYSIS
• A STATISTIC FOR TESTING THE EQUALITY OF EIGENVALUE OF COVARIANCE MATRIX ON MULTIPOPULATION
• On the Asymptotic Efficiency of Certain Nonparametric Two-Sample Tests

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