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| HAL: hal-00489057, version 1 |
| DOI: 10.1080/03081080802632701 |
| Detailed view |  Export this paper |
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| Linear and Multilinear Algebra 58, 4 (2010) 425-429 |
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| On the algebraic relation between principal components corresponding to two different sets of weights |
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| Jacques Bénasséni 1, 2 |
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| (2010) |
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| In principal component analysis, it is sometimes useful to give weights to observations. When two different sets of weights are attached to the observations of a data table, we derive the algebraic relation between the corresponding two principal component matrices. |
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| 1: | Université de Haute Bretagne - Rennes 2 (UHB) |
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Université de Rennes II - Haute Bretagne |
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| 2: | Institut de Recherche Mathématique de Rennes (IRMAR) |
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CNRS : UMR6625 – Université de Rennes 1 – École normale supérieure de Cachan - ENS Cachan – Institut National des Sciences Appliquées (INSA) : - RENNES – Université de Rennes II - Haute Bretagne |
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| Statistique |
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| Subject | : | Mathematics/Statistics Statistics/Statistics Theory |
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| principal component analysis – weights |
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| hal-00489057, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00489057 | |
| oai:hal.archives-ouvertes.fr:hal-00489057 | |
| From: Marie-Annick Guillemer | |
| Submitted on: Thursday, 3 June 2010 17:21:39 | |
| Updated on: Friday, 20 January 2012 15:31:10 | |
