Computational aspects for perturbation problems in multivariate descriptive statistical methods

Computational aspects for perturbation problems in multivariate descriptive statistical methods

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Article ID: iaor19911136
Country: Belgium
Volume: 32
Start Page Number: 71
End Page Number: 97
Publication Date: Sep 1990
Journal: Cahiers du Centre d'tudes de Recherche Oprationnelle
Authors:
Keywords: numerical analysis
Abstract:

In the context of multivariate statistical techniques such as principal component analysis or correspondence analysis, a general computational approach is suggested in order to assess the sensitivity of the results to some perturbations of the basic parameters. In particular, approximations of the perturbed eigenvalues and eigenvectors are provided with a simple procedure permitting the evaluation of their accuracy without recalculating the analysis. A practical illustration is given by an example.

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