Regression Optimality of Principal Components

DOI10.1214/AOMS/1177692482MaRDI QIDQ5653463zbMATH OpenOpenAlexFDO

Authors Robert L. Obenchain

Publication date 1972

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177692482

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05)

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