Parallel Principal Axes

Parallel principal axes are introduced and used to investigate the structure of multivariate distributions. In the class of elliptical distributions, it is shown that self-consistency of parallel principal axes characterizes normality. Parallel principal axes are used to illustrate the equivalent event fallacy in the context of self-consistency. Finally, the idea of piecewise principal component axes is introduced and related to an allometric extension model.

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Year of publication:	2000
Authors:	Tarpey, Thaddeus
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 75.2000, 2, p. 295-313
Publisher:	Elsevier
Subject:	allometric extension \| Borel's paradox \| elliptical distributions \| mean squared error \| principal points \| self-consistency \| self-consistent points

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005006492