TEST OF LINEAR TREND IN EIGENVALUES OF K-COVARIANCE MATRICES WITH APPLICATIONS IN COMMON PRINCIPAL COMPONENTS-ANALYSIS

被引：4

作者：

YUAN, KH ^{[1
]}

BENTLER, PM ^{[1
]}

机构：

[1] UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1994年 / 23卷 / 11期

关键词：

LINEAR TREND; SCREE TEST; COMMON PRINCIPAL COMPONENTS; EIGENVALUES; ASYMPTOTIC DISTRIBUTION; LIKELIHOOD RATIO TEST;

D O I：

10.1080/03610929408831438

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A test for linear trend among a set of eigenvalues of k covariance matrices is developed. A special case of this test is Flury's (1986) test for the equality of eigenvalues. The linear trend hypothesis appears to be more relevant to data analysis than the equality hypothesis. Examples show how the linear trend hypothesis can be acceptable while the equality hypothesis is rejected.

引用

页码：3141 / 3156

页数：16

共 22 条

[11]

CATTELL RB, 1967, MULTIVARIATE BEHAVIO, V673

[12]

CATTELL RB, 1977, RESEARCH, V12, P289

[13]

COMREY AL, 1992, FIRST COURSE FACTOR

[14]

Flury B., 1988, COMMON PRINCIPAL COM