1986 | OriginalPaper | Chapter
Mathematical and Statistical Properties of Sample Principal Components
Author : I. T. Jolliffe
Published in: Principal Component Analysis
Publisher: Springer New York
Included in: Professional Book Archive
Activate our intelligent search to find suitable subject content or patents.
Select sections of text to find matching patents with Artificial Intelligence. powered by
Select sections of text to find additional relevant content using AI-assisted search. powered by
The first part of this chapter will be similar in structure to Chapter 2, except that it will deal with properties of PCs obtained from a sample covariance (or correlation) matrix, rather than from a population covariance (or correlation) matrix. The first two sections of the chapter, as in Chapter 2, describe respectively many of the algebraic and geometric properties of PCs. Most of the properties discussed in Chapter 2 are almost the same for samples as for populations, and will only be mentioned again briefly. There are, however, some additional properties which are relevant only to sample PCs and these will be discussed more fully.