Principal components analysis and optimization of graphical displays. (English) Zbl 0643.62046
In the context of exploratory data analysis, an aim of principal components analysis is to produce graphical displays. Within the framework of the fixed effect model, we attempt to give an insight into two important problems which arise in descriptive statistical analysis: the choice of a metric and the choice of dimension.
MSC:
| 62H25 | Factor analysis and principal components; correspondence analysis |
| 62-07 | Data analysis (statistics) (MSC2010) |
| 65C99 | Probabilistic methods, stochastic differential equations |
Keywords:
Gauss-Markov property; exploratory data analysis; principal components analysis; graphical displays; fixed effect model; choice of a metric; choice of dimensionReferences:
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