On asymptotic distribution of the test statistic for the mean of the non-isotropic principal component |
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| Authors: | C. Fang P.R. Krishnaiah |
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| Affiliation: | Center for Multivariate Analysis , University of Pittsburgh , |
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| Abstract: | In this paper, the authors derived the large sample distribution of the t statistic based upon the observations on the first principal component instead of the original variables. It is shown that the above statistic is distributed asymptotically as Student's t distribution. |
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| Keywords: | Asymptotic distribution principal components and reduction of dimensionality |
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