TY  - JOUR
TI  - Likelihood Ratio Tests for Principal Components
EP  - 258
UR  - https://archiv.ub.uni-heidelberg.de/volltextserver/21470/
SN  - 0047-259X
IS  - 2
N2  - 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.
SP  - 245
JF  - Journal of Multivariate Analysis
VL  - 52
CY  - Orlando, Florida
ID  - heidok21470
AV  - public
PB  - Academic Press
A1  - Dümbgen, Lutz
Y1  - 1995///
ER  -