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Notes on the prehistory of principal components analysis

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  • Farebrother, Richard W.

Abstract

Principal Components Analysis was developed by Harold Hotelling (1895–1973) in 1933 and Canonical Correlations Analysis in 1936. In this article we trace some of the stages leading up to the development of these procedures, chiefly in the hands of Francis Galton (1822–1911) and Karl Pearson (1857–1936) paying particular attention to the two-variable case developed independently by Julius Ludwig Weisbach (1806–1871) in 1840 and Robert Jackson Adcock (1826–1895) in 1877-78.

Suggested Citation

  • Farebrother, Richard W., 2022. "Notes on the prehistory of principal components analysis," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    • Handle: RePEc:eee:jmvana:v:188:y:2022:i:c:s0047259x21000920
    DOI: 10.1016/j.jmva.2021.104814
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    References listed on IDEAS

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    1. Farebrother, R. W., 1987. "The theory of committee decisions and the double median method," Computational Statistics & Data Analysis, Elsevier, vol. 5(4), pages 437-442, September.
    2. Elizabeth Waterman Gilboy, 1932. "Studies in Demand: Milk and Butter," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 46(4), pages 671-697.
    3. Henry Schultz, 1925. "The Statistical Law of Demand as Illustrated by the Demand for Sugar," Journal of Political Economy, University of Chicago Press, vol. 33(6), pages 577-577.
    4. Henry Schultz, 1925. "The Statistical Law of Demand as Illustrated by the Demand for Sugar," Journal of Political Economy, University of Chicago Press, vol. 33(5), pages 481-481.
    5. Richard Farebrother, 2013. "A genealogy of Florence Nightingale, Charles Darwin, Francis Galton and Francis Ysidro Edgeworth with special reference to their Italian connections and an annexe on Beatrice Webb and Charles Booth," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(3), pages 391-402, August.
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