Artigo Revisado por pares

On principal component analysis in L1

2002; Elsevier BV; Volume: 40; Issue: 3 Linguagem: Inglês

10.1016/s0167-9473(02)00076-2

ISSN

1872-7352

Autores

Baibing Li, Elaine Martin, A.J. Morris,

Tópico(s)

Statistical Methods and Applications

Resumo

Four 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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