Jolliffe I. Principal Component Analysis (2ed., Springer, 2002)(518s)

Index 463discriminant principal componentanalysis 209dissection 84, 210, 212, 214, 215,217, 219distance/dissimilarity measuresbetween observations 79, 86,89, 90, 92, 93, 106, 200,210-212, 215, 348between variables 391geodesic distance 382see also Euclidean distance,Mahalanobis distance,similarity measuresdominant PCs 22, 40, 42, 113, 131,134, 135, 263, 271, 276, 389doubly-centred PCA 42, 344, 372,374, 389-391duality between PCA and principalcoordinate analysis 86-90duality diagram 386ecology 9, 117, 118, 130, 131, 224,261, 343, 371, 389habitat suitability 239see also biological applicationseconomics and finance 9, 300, 329econometrics 188, 330, 393financial portfolio 404stock market 76, 77, 300eigenzeit 323elderly at home 68–71, 110ellipsoids, see concentrationellipses, contours ofconstant probability,interval estimation,principal axes of ellipsoidselliptical distributions 20, 264, 379,394El Niño-Southern Oscillation(ENSO) 73, 305, 306, 311EM algorithm 60, 222, 363, 364,412regularized EM algorithm 364empirical orthogonal functions(EOFs) 72, 74, 274, 296,297, 303, 320space-time EOFs 333see also cyclostationary EOFs,extended EOFs, HilbertEOFsempirical orthogonal teleconnections284, 289, 290,390entropy 20, 219, 396equal-variance PCs 10, 27, 28, 43,44, 252, 410, 412nearly equal variances, seenearly equal eigenvaluessee also hypothesis testing forequality of PC varianceserror covariance matrix 59, 387,400errors-in-variables models 188estimation, see bootstrapestimation, intervalestimation, leastsquares (LS) estimation,maximum likelihoodestimation, method ofmoments estimation,point estimation, robustestimationEuclidean norm 17, 37, 46, 113,380, 387, 392exact linear relationships betweenvariables, see zero-variancePCsextended components 404extended EOF analysis (EEOFanalysis) 307, 308, 333, 398,399multivariate EEOF analysis 307,308factor analysis 7, 8, 60, 115, 116,122, 123, 126, 127, 130–132,150–166, 269, 270, 272–274,296, 336, 357, 364, 396, 408comparisons with PCA 158–161factor rotation, see rotation