A Dichotomous Behavior of Guttman-Kaiser Criterion From Equi-Correlated Normal Population

• Main Authors: Akama, Yohji, Husnaqilati, Atina
• 格式: Article PeerReviewed
• 語言: English
• 出版: The Indonesian Mathematical Society 2022
• 主題: Mathematics and Applied Sciences
• 在線閱讀: https://repository.ugm.ac.id/278613/1/Husnaqilati_MA.pdf; https://repository.ugm.ac.id/278613/; https://jims-a.org/index.php/jimsa/article/view/115; https://doi.org/10.22342/jims.28.3.1158.272-303

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 →...