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Lookup NU author(s): Dr Baibing Li, Professor Elaine Martin, Emeritus Professor Julian Morris
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Four formulations of principal component analysis in L, norm were developed by Galpin and Hawkins (Comput. Statist, Data Anal. 5 (1987) 305). QPmax, QPmin, LPmax, and LPmin. Choulakian (Comput. Statist. Data Anal. 37 (2001)135) claimed that of the four formulations, only QPmax produces a non-trivial solution. The objective is to present counter-examples that illustrate that the QPmin and LPmin formulations also give non-trivial solutions that may be unique except for the sign. (C) 2002 Elsevier Science B.V. All rights reserved.
Author(s): Martin EB; Li BB; Morris AJ
Publication type: Article
Publication status: Published
Journal: Computational Statistics & Data Analysis
Year: 2002
Volume: 40
Issue: 3
Pages: 471-474
ISSN (print): 0167-9473
ISSN (electronic): 1872-7352
Publisher: Elsevier BV
URL: http://dx.doi.org/10.1016/S0167-9473(02)00076-2
DOI: 10.1016/S0167-9473(02)00076-2
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