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Some comments on escoufier's RV- coefficient as a sensitivity measure in principal component analysis |
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| Authors: | Eduardo Castaão-Tostado Yutaka Tanaka |
| Institution: | 1. Graduate School of Natural Science and Technology , Okayama University , Tsushima, Okayama, 700, Japan;2. Department of Statistics , Okayama University , Tsushima, 700, Japan |
| Abstract: | The RV-coefficient (Escoufier, 1973; Robert and Escoufier, 1976) is studied as a sensitivity coefficient of the subspace spanned by dominant eigenvectors in principal component analysis. We use the perturbation expansion up to second order term of the corresponding projection matrix. The relationship with the measures by Benasseni (1990) and Krzanowski (1979) is also discussed. |
| Keywords: | Influence function influential observation matriz coefficients perturbation theory of eigenvalue problems principal component analysis rv-coefficient |