The Structure of Ellipsoidal Distributions, II. Principal Components
β 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.
β¦ 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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