Title

Some Tests For Common Principal Component Subspaces In Several Groups

Authors

J R. Schott

Title - Alternative

Biometrika

Keywords

COMMON SUBSPACE; CORRELATION MATRIX; EIGENPROJECTION; M-ESTIMATE OF; SCATTER; SCATTER; MATRICES; Biology; Mathematical & Computational Biology; Statistics & Probability

Abstract

An approximate test, based on sample eigenprojections, is obtained for testing the hypothesis that the subspaces spanned by the first m principal components of several different covariance matrices are identical. This procedure can fairly easily be extended to an analogous test of hypothesis concerning correlation matrices. Extensions to a robust principal components analysis are also considered.

Publication Title

Biometrika

Volume

78

Issue/Number

4

Publication Date

1-1-1991

Document Type

Article

Language

English

First Page

771

Last Page

777

WOS Identifier

WOS:A1991GX38700007

ISSN

0006-3444

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