Robust tests for the common principal components model

DOI10.1016/j.jspi.2008.05.052zbMath1153.62049OpenAlexW1971374546MaRDI QIDQ998988

Graciela Boente, Ana M. Pires, Isabel M. Rodrigues

Publication date: 30 January 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.05.052

zbMATH Keywords

robust estimationcommon principal componentsWald-type testplug-in methodsproportional scatter matriceslog-likelihood ratio test

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

Related Items

Preliminary Multiple-Test Estimation, With Applications to k-Sample Covariance Estimation ⋮ Optimal rank-based tests for common principal components ⋮ Robust discrimination under a hierarchy on the scatter matrices ⋮ Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components ⋮ Unconstrained representation of orthogonal matrices with application to common principal components ⋮ Robust tests for one or more allometric lines ⋮ Robust tests for the common principal components model ⋮ Testing for Common Principal Components under Heterokurticity ⋮ A Comparison of Some Methods for the Selection of a Common Eigenvector Model for the Covariance Matrices of Two Groups

Uses Software

• robustbase

Cites Work

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