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Regression Optimality of Principal Components

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Publication:5653463
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DOI10.1214/AOMS/1177692482zbMATH Open0242.62030OpenAlexW2068951275MaRDI QIDQ5653463FDOQ5653463

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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