Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154344 | Statistics & Probability Letters | 2015 | 8 Pages |
Abstract
Centers and vertices principal component analyses are common methods to explain variations within multivariate interval data. We introduce multivariate equicorrelated structures to vertices’ covariance. Assuming the structure, we show equivalence between centers and vertices methods by proving their eigensystems proportional.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Chengcheng Hao, Yuli Liang, Anuradha Roy,