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Equivalency between vertices and centers-coupled-with-radii principal component analyses for interval data
Stockholm University, Sweden.
Stockholm University, Sweden.
The University of Texas at San Antonio, USA.
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
Research subject
Statistics/Econometrics
Identifiers
URN: urn:nbn:se:lnu:diva-115730DOI: 10.1016/j.spl.2015.07.005OAI: oai:DiVA.org:lnu-115730DiVA, id: diva2:1686957
Available from: 2022-08-12 Created: 2022-08-12 Last updated: 2022-08-18Bibliographically approved

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Liang, Yuli

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