An Approximation for the Test of the Equality of the Smallest Eigenvalues of a Covariance Matrix

DOI10.1080/03610926.2011.574219zbMath1258.62017OpenAlexW2011508357MaRDI QIDQ4904700

James R. Schott

Publication date: 31 January 2013

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

Full work available at URL: https://doi.org/10.1080/03610926.2011.574219

zbMATH Keywords

asymptotic distributionlikelihood ratio testtest of sphericity

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

Comparison of Correction Factors and Sample Size Required to Test the Equality of the Smallest Eigenvalues in Principal Component Analysis

Cites Work

• The distribution of the sphericity test criterion
• TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES

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