J. Dauxois, Y. Romain, S. Viguier (1993)
Comparison of two factor subspaces.
Journal of Multivariate Analysis 44 160-178
ISSN: 0047-259X/93
- Classification
- 62E20, 62H15, 62H20, 62H25
- Keywords
- canonical analysis, principal components
analysis, ramdom operator, comparison test, asymptotic expansions,
perturbation theory
Abstract : Chen and Robinson's ( J. Multivariate
Anal. 8 190-203
(1989)) recent method of comparison of factors spaces of two related
populations is formalized and extended to the case of sums of
eigenspaces of two compact self-adjoint operators. The factor
subspaces are defined as finite sets of each operators's eigenspace
and then compared by canonical analysis using sample approximations.
A test of existence of a subspace common to the factor subspaces
is then developped, without normality assumptions, but
only with conditions on moments.