Some relations between the comparison of covariance matrices and principal component analysis

DOI10.1016/0167-9473(83)90077-4zbMath0555.62052OpenAlexW2029795429MaRDI QIDQ760736

D. Kharzeev

Publication date: 1983

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(83)90077-4

zbMATH Keywords

eigenvectorsMahalanobis distancecomparison of covariance matricesdegrees of similaritygeneraliation of principal component analysis to two groupsRoy's largest and smallest roots criterion

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Related Items (2)

Reduced-rank estimation of the difference between two covariance matrices ⋮ Application of multiple comparison type procedures to the eigenvalues of §^-1₁:§₂:

Cites Work

• Charts of Some Upper Percentage Points of the Distribution of the Largest Characteristic Root
• Between-Groups Comparison of Principal Components
• Upper percentage points of the largest root of a matrix in multivariate analysis
• On the Distributions of the Ratios of the Roots of a Covariance Matrix and Wilks' Criterion for Tests of Three Hypotheses
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