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On principal component analysis in L-1

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.

Publication metadata

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


DOI: 10.1016/S0167-9473(02)00076-2


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