Comparison of some goodness of fit tests for a single non-isotropic hypothetical principal component

DOI10.1080/03610928508828971zbMath0586.62082OpenAlexW2093331318MaRDI QIDQ3711512

James R. Schott

Publication date: 1985

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928508828971

zbMATH Keywords

monotonicitycovariance matrixpower functionnon-null distributionlatent rootcomparison of some goodness of fit testsnon- isotropic principal componentsphericity criterion

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

Tests concerning two non-isotropic principal components

Cites Work

• Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test
• The goodness of fit of two (or more) hypothetical principal components
• The distribution of the sphericity test criterion
• The goodness-of-fit of a single (non-isotropic) hypothetical principal component
• The non-null distribution of a statistic in principal components analysis

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