COMMON PRINCIPAL COMPONENT SUBSPACES IN 2 GROUPS
成果类型：
Article
署名作者：
SCHOTT, JR
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/75.2.229
发表日期：
1988
页码：
229236
关键词：
摘要：
One important practical application of principal component analysis is to reduce a large number of variables, say p, to a smaller number, m, by making use of the first m principal components. This technique can easily be extended to two or more groups if the subspaces spanned by the first m principal components are the same for all groups. In this paper we develop an approximate procedure for testing such a hypothesis of common subspaces when two groups are involved. The adequacy of the approximation is investigated by a simulation and the method is illustrated by a numerical example.
来源URL：