On the algebraic relation between principal components corresponding to two different sets of weights

DOI10.1080/03081080802632701zbMath1190.62113OpenAlexW1994412426MaRDI QIDQ3564205

Jacques Bénasséni

Publication date: 2 June 2010

Published in: Linear and Multilinear Algebra (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03081080802632701

zbMATH Keywords

weightsprincipal component analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Matrix equations and identities (15A24) Eigenvalues, singular values, and eigenvectors (15A18)

Cites Work

• Effects of observations on the eigensystem of a sample covariance matrix
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• Principal component analysis.
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• Influence in principal components analysis
• The Influence Curve and Its Role in Robust Estimation
• Local influence in principal components analysis