The information in the minor principal components.

D. M. Hawkins, L. P. Fatti

Research output: Contribution to journalArticlepeer-review

Abstract

The minor principal components of a random vector x are the orthonormal linear combinations of the variables in x which have minimum variance. This fact may be used to detect interrelationships amongst the variables as well as to identify those variables which can be predicted with high accuracy from the others.-from STAR, 23(2), 1985

Original languageEnglish (US)
Pages (from-to)24-43
Number of pages20
JournalUnknown Journal
StatePublished - Jan 1 1983

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