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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
ISSN (print): 0167-9473
ISSN (electronic): 1872-7352
Publisher: Elsevier BV
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