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Equivalency between vertices and centers-coupled-with-radii principal component analyses for interval data
Stockholm University, Faculty of Social Sciences, Department of Statistics.
Stockholm University, Faculty of Social Sciences, Department of Statistics.
2015 (English)In: Statistics and Probability Letters, ISSN 0167-7152, E-ISSN 1879-2103, Vol. 106, 113-120 p.Article in journal (Refereed) Published
Abstract [en]

Centers and vertices principal component analyses are common methods to explain variations within multivariate interval data. We introduce multivariate equicorrelated structures to vertices’ covariance. Assuming the structure, we show equivalence between centers and vertices methods by proving their eigensystems proportional.

Place, publisher, year, edition, pages
2015. Vol. 106, 113-120 p.
Keyword [en]
Blocked compound symmetry covariance, Principal component analysis, Interval data
National Category
Probability Theory and Statistics
Research subject
Statistics
Identifiers
URN: urn:nbn:se:su:diva-119092DOI: 10.1016/j.spl.2015.07.005ISI: 000362137000018OAI: oai:DiVA.org:su-119092DiVA: diva2:843326
Available from: 2015-07-28 Created: 2015-07-28 Last updated: 2017-12-04Bibliographically approved

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Liang, Yuli
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