The Structure of Ellipsoidal Distributions, II. Principal Components

DOI10.1002/BIMJ.4710280314MaRDI QIDQ3750820zbMATH OpenOpenAlexFDO

Authors Donald R. Jensen

Publication date 1986

Published in Biometrical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/bimj.4710280314

zbMATH Keywords

ellipsoidal distributionsHotelling's principal components analysisinvariance propertiesnormal-theory testsPrincipal-axis rotationssample dispersion

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Factor analysis and principal components; correspondence analysis (62H25)

Recommendations

• The Structure of Ellipsoidal Distributions I. Canonical Analysis
• CONDITIONING AND CONCENTRATION OF PRINCIPAL COMPONENTS
• Principal points
• Self-Consistency and Principal Component Analysis
• Principal components in the nonnormal case: The test of equality of q roots

Cites work

• Latent vectors of random symmetric matrices
• ON THE DISTRIBUTION OF ROOTS OF CERTAIN DETERMINANTAL EQUATIONS
• RELATIONS BETWEEN TWO SETS OF VARIATES
• TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
• THE SAMPLING DISTRIBUTION OF SOME STATISTICS OBTAINED FROM NON‐LINEAR EQUATIONS

Cited in

(7)

• Parallel principal axes
• Principal points and self-consistent points of elliptical distributions
• Rotary components, random ellipses and polarization: a statistical perspective
• The FastHCS algorithm for robust PCA
• The Structure of Ellipsoidal Distributions I. Canonical Analysis
• A characterization of elliptical distributions and some optimality properties of principal components for functional data
• CONDITIONING AND CONCENTRATION OF PRINCIPAL COMPONENTS

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