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Modelling Principal Components with Structure

In: Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach

Author

Listed:
  • Bernard D. Flury

    (Indiana University, Department of Mathematics)

  • Beat E. Neuenschwander

    (Indiana University, Department of Mathematics)

Abstract

Applications of principal component analysis often involve data with some predetermine structure. For instal1ce, Jackson (1991, chapter 5) gives an example with eight variables, four being the hearing loss at four different frequencies in the left ear, and the other four the corresponding measurements on the right ear. Another example is the Frets (1921) anthropometric data on head length and breadth of the first and second adult sons of 25 families; see, e.g., Anderson (1984), Izenman (1980). Modelling covariances with constraints imposed according to the structure in the variables has been treated by Szatrowski (1985), Andersson (1975), and others, but the connection to principal component analysis is usually not made.

Suggested Citation

  • Bernard D. Flury & Beat E. Neuenschwander, 1994. "Modelling Principal Components with Structure," Springer Books, in: Hamparsum Bozdogan & Stanley L. Sclove & Arjun K. Gupta & D. Haughton & G. Kitagawa & T. Ozaki & K. (ed.), Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach, chapter 6, pages 183-198, Springer.
    • Handle: RePEc:spr:sprchp:978-94-011-0800-3_7
    DOI: 10.1007/978-94-011-0800-3_7
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