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Comparison of Two Factor Subspaces

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  • Dauxois, J.
  • Romain, Y.
  • Viguier, S.

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 operator's eigenspace and then compared by canonical analysis using sample approximations. A test of existence of a sub-space common to the two factor subspaces is then developed, without normality assumptions, but only with conditions on moments.

Suggested Citation

  • Dauxois, J. & Romain, Y. & Viguier, S., 1993. "Comparison of Two Factor Subspaces," Journal of Multivariate Analysis, Elsevier, vol. 44(1), pages 160-178, January.
    • Handle: RePEc:eee:jmvana:v:44:y:1993:i:1:p:160-178
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    Cited by:

    1. Elena Andreou & Patrick Gagliardini & Eric Ghysels & Mirco Rubin, 2016. "Is Industrial Production Still the Dominant Factor for the US Economy?," Swiss Finance Institute Research Paper Series 16-11, Swiss Finance Institute.

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