Some relations between the comparison of covariance matrices and principal component analysis

Publisher Website

1 March 1983

journal article
Published by Elsevier in Computational Statistics & Data Analysis

Vol. 1, 97-109
https://doi.org/10.1016/0167-9473(83)90077-4

Abstract

No abstract available

Keywords

This publication has 4 references indexed in Scilit:

Between-Groups Comparison of Principal Components
Journal of the American Statistical Association, 1979
On the Distributions of the Ratios of the Roots of a Covariance Matrix and Wilks' Criterion for Tests of Three Hypotheses
The Annals of Mathematical Statistics, 1969
Upper percentage points of the largest root of a matrix in multivariate analysis
Biometrika, 1967
Charts of Some Upper Percentage Points of the Distribution of the Largest Characteristic Root
The Annals of Mathematical Statistics, 1960