A note on (basic) Principal Components Analysis

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


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
Number of pages4
Publication statusPublished - 2020

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