Some Tests For Common Principal Component Subspaces In Several Groups
Abbreviated Journal Title
COMMON SUBSPACE; CORRELATION MATRIX; EIGENPROJECTION; M-ESTIMATE OF; SCATTER; SCATTER; MATRICES; Biology; Mathematical & Computational Biology; Statistics & Probability
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.
"Some Tests For Common Principal Component Subspaces In Several Groups" (1991). Faculty Bibliography 1990s. 330.