多元家庭数据的主成分分析

Principal Component Analysis for Multivariate Familial Data

Biometrika · 1992
被引 1
ABS 4

中文导读

研究了不同兄弟姐妹数量的家庭多元数据的主成分分析方法,给出了主成分系数的估计及其渐近分布,可用于构建主成分系数和方差的近似置信区间。

Abstract

The use of a principal component analysis is considered for multivariate data on families with different numbers of siblings. The coefficients in principal components are given as the eigenvectors of the weighted sums of squares and products matrix from the sibling data. Asymptotic distributions of the eigenvalues and eigenvectors of the estimated covariance matrix are obtained for an elliptical population. Asymptotic distributions of statistics associated with reduction of dimensionality are also derived. The results can be used to construct approximate confidence intervals for the coefficients and variances of principal components.

统计学主成分分析多元数据分析家庭数据