Weights modification of statistical observations and approximation in principal component analysis

Weights modification of statistical observations and approximation in principal component analysis

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Article ID: iaor1988370
Country: France
Volume: 21
Issue: 2
Start Page Number: 175
End Page Number: 198
Publication Date: May 1987
Journal: RAIRO Operations Research
Authors:
Abstract:

When the weights of some of the observations are modified in principal component analysis, the accuracy of recent approximations for the eigenvalues and eigenvectors is discussed. An illustration of the results is given with an example.

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