Some alternatives for conditional principal component analysis

DOI10.1002/1526-4025(200004/06)16:2%3C147::AID-ASMB386%3E3.0.CO;2-7MaRDI QIDQ2756675zbMATH OpenOpenAlexFDO

Authors Ramon Nonell, Tòmas Aluja-Banet, Santiago Thió-Henestrosa

Publication date 18 November 2001

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/1526-4025(200004/06)16:2%3C147::aid-asmb386%3E3.0.co;2-7

local variation principal components analysis singular-value decomposition spectral radius subordinate norm

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to economics (62P20)

Review text

The authors present a review of some conditioning methods from the analysis of residuals of a parametric model to the analysis of the local variation defined by means of a non-oriented graph of individuals. This variation being defined from the deviation from a local mean or alternatively from the differences among contiguous vertices. The authors consider three different approaches to tackle this problem. The first one uses a simple linear model and the other two relying on the concept of multivariate local variation computed on a graph. The authors compare these approaches and show that under some conditions they give comparable results. They present an example of application to illustrate the previously stated results.

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