Simple component analysis

Journal of the Royal Statistical Society. Series C: Applied Statistics

Volumn 53, Issue 4, 2004, Pages 539-555

  Rousson, Valentin ^a   Gasser, Theo ^a  

^a UNIVERSITY OF ZURICH   (Switzerland)

Author keywords

Block structure; Classification of variables; Correlation structure; Interpretability of components; Principal components; Reduction of dimensionality; Shrinkage methods

Indexed keywords

EID: 4644264519     PISSN: 00359254     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9876.2004.05359.x     Document Type: Review

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