<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "Likelihood Ratio Tests for Principal Components"^^ . "A particular class of tests for the principal components of ascatter matrix Sigma is proposed. In the simplest case one wants to test,whether a given vector is an eigenvector of Sigma corresponding to itslargest eigenvalue. The test statistics are likelihood ratio statisticsfor the classical Wishart model, and critical values are obtainedparametrically as well as nonparametrically without making any assumptionson the eigenvalues of Sigma. Still the tests have similar asymptoticproperties as classical procedures and are asymptotically admissible andoptimal in some sense."^^ . "1995" . . . "52" . "2" . . "Academic Press"^^ . . . "Journal of Multivariate Analysis"^^ . . . "0047259X" . . . . . "Lutz"^^ . "Dümbgen"^^ . "Lutz Dümbgen"^^ . . . . . . "Likelihood Ratio Tests for Principal Components (PDF)"^^ . . . "report.04.pdf"^^ . . . "Likelihood Ratio Tests for Principal Components (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "Likelihood Ratio Tests for Principal Components (Other)"^^ . . . . . . "preview.jpg"^^ . . . "Likelihood Ratio Tests for Principal Components (Other)"^^ . . . . . . "medium.jpg"^^ . . . "Likelihood Ratio Tests for Principal Components (Other)"^^ . . . . . . "small.jpg"^^ . . "HTML Summary of #21470 \n\nLikelihood Ratio Tests for Principal Components\n\n" . "text/html" . . . "510 Mathematik"@de . "510 Mathematics"@en . .