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 originale | English |
|---|---|
| Titolo della pubblicazione ospite | Proceedings of the 35th International Workshop on Statistical Modelling |
| Pagine | 369-372 |
| Numero di pagine | 4 |
| Stato di pubblicazione | Published - 2020 |