A note on (basic) Principal Components Analysis

Risultato della ricerca: Conference 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
Lingua originaleEnglish
Titolo della pubblicazione ospiteProceedings of the 35th International Workshop on Statistical Modelling
Pagine369-372
Numero di pagine4
Stato di pubblicazionePublished - 2020

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