An adjustment for a test concerning a principal component subspace

James R. Schott

Statistics & Probability Letters, 1989, vol. 7, issue 5, 425-430

Abstract: A Bartlett adjustment factor is obtained for a statistic used to test the hypothesis that a specified set of m orthonormal vectors spans the same subspace as does the set of the first m principal component vectors. The adjusted and unadjusted statistics are compared via a simulation study.

Keywords: asymptotic; expansion; Bartlett; adjustment; factor; latent; root; latent; vector; principal; component; subspace (search for similar items in EconPapers)
Date: 1989
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