Accession Number:

ADA162069

Title:

Effect of Additional Variables in Principal Component Analysis, Discriminant Analysis and Canonical Correlation Analysis.

Descriptive Note:

Technical rept.,

Corporate Author:

PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS

Report Date:

1985-08-01

Pagination or Media Count:

20.0

Abstract:

In this paper, the authors derived asmptotic distributions of changes in certain functions of the eigenvalues of the sample covariance matrix, MANOVA matrix and canonical correlation matrix when some variables are added to the original sets of variables. The above results are useful in finding out as to whether the new variables give additional information for statistical inference multivariate analysis Wishart distribution. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE