Some Tests For Common Principal Component Subspaces In Several Groups

    Authors

    J. R. Schott

    Comments

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    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

    WOS:A1991GX38700007

    ISSN

    0006-3444

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