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 language | English |
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| Title of host publication | Proceedings of the 35th International Workshop on Statistical Modelling |
| Pages | 369-372 |
| Number of pages | 4 |
| Publication status | Published - 2020 |