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Journal article

Principal Component Analysis

Jolliffe I ...see all

Chemometrics and Intelligent Laboratory Systems, vol. 2 (1986) pp. 37-52

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Abstract

Seems like a great book on PCA - it shows the connection between PCA and SVD; talks about how to choose the number of eigenvectors to keep; discusses outlier detection; uses PCA for stock prices (Dow Jones)

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