On principal component analysis in \(L_{1}\). (Q1614834)
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| Language | Label | Description | Also known as |
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| English | On principal component analysis in \(L_{1}\). |
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On principal component analysis in \(L_{1}\). (English)
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9 September 2002
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Four formulations of principal component analysis in \(L_{1}\) norm were developed by Galpin and Hawkins (Comput. Statist. Data Anal. 5 (1987) 305), QPmax, QPmin, LPmax, and LPmin. Choulakian (Comput. Statist. Data Anal. 37 (2001)135) claimed that of the four formulations, only QPmax produces a non-trivial solution. The objective is to present counter-examples that illustrate that the QPmin and LPmin formulations also give non-trivial solutions that may be unique except for the sign.
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norm
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principal component analysis
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