Abstract
Principal component analysis has made an important contribution to data reduction. In two sample problems, one great interest is whether we can reduce the number of variables to a smaller number in similar fashions for both samples. More precisely, we consider the hypothesisH m that the subspaces spanned by the latent vectors of the population covariance matrices corresponding to the first principal components are the same in two groups. In this paper, we propose a simple and easily interpreted test procedure forH m .
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Fujioka, T. An approximate test for common principal component subspaces in two groups. Ann Inst Stat Math 45, 147–158 (1993). https://doi.org/10.1007/BF00773675
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DOI: https://doi.org/10.1007/BF00773675