Title
A Test For A Specific Principal Component Of A Correlation Matrix
Abbreviated Journal Title
J. Am. Stat. Assoc.
Keywords
LATENT VECTOR; M-ESTIMATE OF SCATTER; SCATTER; Statistics & Probability
Abstract
In the application of principal components analysis it is common to replace an observed sample principal component vector by another vector closely resembling the sample vector but which is easier to use or interpret. A useful test of hypothesis in this case is one that specifies the true ith principal component. In this article we obtain an asymptotically chi-squared procedure suitable for testing such a hypothesis when the principal components analysis is performed on a correlation matrix. The procedure easily extends to a principal components analysis based on M estimates of scatter.
Journal Title
Journal of the American Statistical Association
Volume
86
Issue/Number
415
Publication Date
1-1-1991
Document Type
Article
Language
English
First Page
747
Last Page
751
WOS Identifier
ISSN
0162-1459
Recommended Citation
"A Test For A Specific Principal Component Of A Correlation Matrix" (1991). Faculty Bibliography 1990s. 329.
https://stars.library.ucf.edu/facultybib1990/329
Comments
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