An improved chi-squared test for a principal component

James R. Schott

Statistics & Probability Letters, 1987, vol. 5, issue 5, 361-365

Abstract: The expected value is computed for a statistic which is used to test that a specified unit vector is actually the first principal component vector. This suggests an adjusted statistic with a better chi-squared approximation.

Keywords: asymptotic; distribution; latent; root; latent; vector (search for similar items in EconPapers)
Date: 1987
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