This paper provides some issues, known but somewhat little stressed, on using the conventional covariance or correlation matrix when performing the simple PCA. The paper also proposes a new simple alternative by providing some evidence, via real-data analysis and some simulation experiments, supporting the proposal
Muggeo VMR (2020). A note on (basic) Principal Components Analysis. In I. Irigoien, D. Lee, J. Martínez-Minaya, & M.X. Rodríguez-Álvarez (a cura di), Proceedings of the 35th International Workshop on Statistical Modelling (pp. 369-372).
Data di pubblicazione: | 2020 |
Titolo: | A note on (basic) Principal Components Analysis |
Autori: | MUGGEO, Vito Michele Rosario (Corresponding) |
Citazione: | Muggeo VMR (2020). A note on (basic) Principal Components Analysis. In I. Irigoien, D. Lee, J. Martínez-Minaya, & M.X. Rodríguez-Álvarez (a cura di), Proceedings of the 35th International Workshop on Statistical Modelling (pp. 369-372). |
Abstract: | This paper provides some issues, known but somewhat little stressed, on using the conventional covariance or correlation matrix when performing the simple PCA. The paper also proposes a new simple alternative by providing some evidence, via real-data analysis and some simulation experiments, supporting the proposal |
URL: | https://addi.ehu.es/handle/10810/45863 |
ISBN: | 978-84-1319-267-3 |
Settore Scientifico Disciplinare: | Settore SECS-S/01 - Statistica |
Appare nelle tipologie: | 2.07 Contributo in atti di convegno pubblicato in volume |
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