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The Structure of Ellipsoidal Distributions, II. Principal Components

✍ Scribed by Dr. D. R. Jensen


Publisher
John Wiley and Sons
Year
1986
Tongue
English
Weight
373 KB
Volume
28
Category
Article
ISSN
0323-3847

No coin nor oath required. For personal study only.

✦ Synopsis


Principal-axis rotation8 are informative for data from ellipsoidal distributions even without momente.The standard normal-theory tests used in principal components analysis are shown t o be identical in level and power for allellipsoidal distributions under a specified model for sampling.

Thie follows from baeic invariance properties of distributione associated with sample dispersion matricee. Similar findinge are reported for HOTELLINQ'S (1936) canonical analysis in Part I of thie study.


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