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.