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).
A note on (basic) Principal Components Analysis
Muggeo VMR
2020
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
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