Testing the equality of the smallest latent roots of a correlation matrix

DOI10.1093/biomet/75.4.794zbMath0653.62046OpenAlexW2025008521MaRDI QIDQ3799510

James R. Schott

Publication date: 1988

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/75.4.794

zbMATH Keywords

principal component analysisasymptotic variancecorrelation matrixnull distributionsmallest latent roots

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)

Related Items (2)

Eigenprojections and the equality of latent roots of a correlation matrix ⋮ Comparison of Correction Factors and Sample Size Required to Test the Equality of the Smallest Eigenvalues in Principal Component Analysis

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