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Article Dans Une Revue Electronic Journal of Statistics Année : 2014

Sensitivity of principal component subspaces: A comment on Prendergast's paper

Résumé

In a recent paper on sensitivity of subspaces spanned by principal components, [5] introduces an influence measure based on second order expansion of the RV and GCD coefficients which are commonly used as measures of similarity between two matrices. The goal of this short note is to point out that the paper of [2] is based on a similar approach. However this work seems unknown to Prendergast since it is missing in his references. A comparison of the two papers is provided together with a brief review of some related works.

Dates et versions

hal-01070573 , version 1 (01-10-2014)

Identifiants

Citer

Jacques Bénasséni. Sensitivity of principal component subspaces: A comment on Prendergast's paper. Electronic Journal of Statistics , 2014, 8 (1), pp.927-930. ⟨10.1214/14-EJS915⟩. ⟨hal-01070573⟩
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