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An adjustment for a test concerning a principal component subspace

Author

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  • Schott, James R.

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.

Suggested Citation

  • Schott, James R., 1989. "An adjustment for a test concerning a principal component subspace," Statistics & Probability Letters, Elsevier, vol. 7(5), pages 425-430, April.
    • Handle: RePEc:eee:stapro:v:7:y:1989:i:5:p:425-430
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