A note on (basic) Principal Components Analysis

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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
Original languageEnglish
Title of host publicationProceedings of the 35th International Workshop on Statistical Modelling
Pages369-372
Number of pages4
Publication statusPublished - 2020

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