Principal components in the nonnormal case: The test of equality of q roots

DOI10.1016/0047-259X(84)90037-XzbMath0538.62042MaRDI QIDQ793465

Christine M. Waternaux

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

cumulantsprincipal componentsnonnormal caseelliptical parent distributionlimiting distribution of the likelihood ratio statisticlinear combination of chi-square distributionstest for equality of variancestest of equality of q roots

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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