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Equivalency between vertices and centers-coupled-with-radii principal component analyses for interval data
Department of Statistics, Stockholm University, Stockholm, Sweden; Department of Automation, Shanghai Jiao Tong University, Shanghai, China.
Department of Statistics, Stockholm University, Stockholm, Sweden.
Department of Management Science and Statistics, The University of Texas at San Antonio, One UTSA Circle, San Antonio TX, United States.
2015 (English)In: Statistics and Probability Letters, ISSN 0167-7152, E-ISSN 1879-2103, Vol. 106, p. 113-120Article 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
Elsevier, 2015. Vol. 106, p. 113-120
Keywords [en]
Blocked compound symmetry covariance, Principal component analysis, Interval data
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:oru:diva-70266DOI: 10.1016/j.spl.2015.07.005ISI: 000362137000018Scopus ID: 2-s2.0-84938082484OAI: oai:DiVA.org:oru-70266DiVA, id: diva2:1264772
Note

Funding Agency:

K & A Wallenberg Foundation of Stockholm Univ  SU FV 2.1.8-2396-13

Available from: 2018-11-21 Created: 2018-11-21 Last updated: 2018-11-22Bibliographically approved

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Liang, Yuli

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