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Multivariate Analysis: Principal Component Analysis

References

Friendly, M. (1991), SAS System for Statistical Graphics, SAS Series in Statistical Applications, Cary, NC: SAS Institute.

Gabriel, K. R. (1971), “The Biplot Graphical Display of Matrices with Applications to Principal Component Analysis,” Biometrika, 58(3), 453–467.

Golub, G. H. and Van Loan, C. F. (1989), Matrix Computations, Second Edition, Baltimore: Johns Hopkins University Press.

Gower, J. C. and Hand, D. J. (1996), Biplots, London: Chapman & Hall.

Jackson, J. E. (1991), A User’s Guide to Principal Components, New York: John Wiley & Sons.

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