A Dichotomous Behavior of Guttman-Kaiser Criterion From Equi-Correlated Normal Population
We consider a p-dimensional, centered normal population such that all variables have a positive variance σ2 and any correlation coefficient between different variables is a given nonnegative constant ρ < 1. Suppose that both the sample size n and population dimension p tend to infinity with p/n →...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
The Indonesian Mathematical Society
2022
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| Subjects: | |
| Online Access: | https://repository.ugm.ac.id/278613/1/Husnaqilati_MA.pdf |