Principal Component Analysis in the Presence of Group Structure

W. J. Krzanowski

Journal of the Royal Statistical Society Series C, 1984, vol. 33, issue 2, 164-168

Abstract: A nested series of hypotheses on dispersion structure is identified when observations are grouped in a multivariate sample. A simple method of estimation is suggested for one of these hypotheses, and results using this method are compared with those previously obtained by maximum likelihood methods. Using these hypotheses, an analogy may be drawn between comparison of principal components between groups and comparison of regressions between groups.

Date: 1984
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