Comparison of Two Factor Subspaces

J. Dauxois, Y. Romain and S. Viguier

Journal of Multivariate Analysis, 1993, vol. 44, issue 1, 160-178

Abstract: Chen and Robinson's (J. Multivariate Anal.8 190-203 (1989)) recent method of comparison of factors spaces of two related populations is formalized and extended to the case of sums of eigenspaces of two compact self-adjoint operators. The factor subspaces are defined as finite sets of each operator's eigenspace and then compared by canonical analysis using sample approximations. A test of existence of a sub-space common to the two factor subspaces is then developed, without normality assumptions, but only with conditions on moments.

Date: 1993
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