Title
Some Tests For Common Principal Component Subspaces In Several Groups
Abbreviated Journal Title
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.
Journal 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
ISSN
0006-3444
Recommended Citation
"Some Tests For Common Principal Component Subspaces In Several Groups" (1991). Faculty Bibliography 1990s. 330.
https://stars.library.ucf.edu/facultybib1990/330
Comments
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