On principal component analysis in L1
2002; Elsevier BV; Volume: 40; Issue: 3 Linguagem: Inglês
10.1016/s0167-9473(02)00076-2
ISSN1872-7352
AutoresBaibing Li, Elaine Martin, A.J. Morris,
Tópico(s)Statistical Methods and Applications
ResumoFour formulations of principal component analysis in L1 norm were developed by Galpin and Hawkins (Comput. Statist. Data Anal. 5 (1987) 305), QPmax, QPmin, LPmax, and LPmin. Choulakian (Comput. Statist. Data Anal. 37 (2001)135) claimed that of the four formulations, only QPmax produces a non-trivial solution. The objective is to present counter-examples that illustrate that the QPmin and LPmin formulations also give non-trivial solutions that may be unique except for the sign.
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