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
2020-01-01
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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