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RESEARCH PRODUCT
A note on (basic) Principal Components Analysis
Muggeo Vmrsubject
eigendecomposition multivariate analysisSettore SECS-S/01 - Statisticadescription
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
year | journal | country | edition | language |
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2020-01-01 |