A Comparative Study of Approximations for Perturbation Analysis of Principal Components
Principal component analysis is a well known method for dimension reduction based on the covariance matrix associated to a multivariate data table. Therefore, a large amount of work has been devoted to analyzing the sensitivity of the eigenstructure of this matrix to influential observations. In ord...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
PsychOpen GOLD/ Leibniz Institute for Psychology
2025-03-01
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| Series: | Methodology |
| Subjects: | |
| Online Access: | https://doi.org/10.5964/meth.15357 |
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