Simple component analysis based on RV Coefficient

Gallo, Michele and Amenta, Pietro and D'Ambra, Luigi (2006) Simple component analysis based on RV Coefficient. In: Data Analysis, Classification and the Forward Search. Statistical theory and methods, 1 . Springer, BERLIN, pp. 93-102. ISBN 3-540-35977-X

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Official URL: http://www.springer.com/statistics/statistical+theory+and+methods/book/978-3-540-35977-7

Abstract

Among linear dimensional reduction techniques, Principal Component Analysis (PCA) presents many optimal properties. Unfortunately, in many applicative case PCA doesn't produce full interpretable results. For this reason, several authors proposed methods able to produce sub optimal components but easier to interpret like Simple Component Analysis (Rousson and Gasser, (2004)). Following Rousson and Gasser, in this paper we propose to modify the algorithm used for the Simple Component Analysis by introducing the RV coefficients (SCA-RV) in order to improve the interpretation of the results.

Item Type:	Book Section
Uncontrolled Keywords:	Principal components, Dimensionality reduction methods, Interpretability   of components, Simplicity, RV coefficient.
Subjects:	AREA 13 - Scienze economiche e statistiche > STATISTICA
ID Code:	702
Deposited By:	Prof. Michele Gallo
Deposited On:	19 Aug 2011 09:31
Last Modified:	19 Aug 2011 09:31

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