Some properties of principal component scores
β Scribed by Trochimczyk, J. ;Chayes, F.
- Publisher
- Springer
- Year
- 1978
- Tongue
- English
- Weight
- 607 KB
- Volume
- 10
- Category
- Article
- ISSN
- 0020-5958
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π SIMILAR VOLUMES
A common problem in statistics/chemometrics is to relate two data matrices (X and Y) to each other, with the purpose of either prediction or interpretation. Usually, one is interested in understanding which directions in Y-space that can be predicted by which directions in X-space. Several methods e
Robust estimates of principal components are developed using appropriate deΓΏnitions of multivariate signs and ranks. Simulations and a data example are used to compare these methods to the regular method and one based on the minimum-volume-ellipsoid estimate of the covariance matrix. The sign and ra