The Asymptotic Distribution of Quartimax Rotated Principal Components.
NAVAL MISSILE CENTER POINT MUGU CALIF
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The report describes the asymptotic distribution of a quartimax rotation of a principal components loading matrix for principal components factor analysis. The asymptotic distribution of an estimate of this quartimax rotation was found when the estimator is an ORA which is regular and differentiable at Sigma, the covariance matrix of the score vector, and weakly quartimax in a neighborhood of Sigma. The symptotic distribution is normal, and formulas fr the asymptotic covariance matrix are displayed. The feasibility of computer computation for the derived formulas is demonstrated, and it is shown that the theory can be applied to the usual estimate of the quartimax rotation of a principal components loading matrix. Author
- Statistics and Probability