Electronic Journal of Statistics
- Electron. J. Statist.
- Volume 8, Number 1 (2014), 927-930.
Sensitivity of principal component subspaces: A comment on Prendergast’s paper
In a recent paper on sensitivity of subspaces spanned by principal components,  introduces an influence measure based on second order expansion of the RV and GCD coefficients which are commonly used as measures of similarity between two matrices. The goal of this short note is to point out that the paper of  is based on a similar approach. However this work seems unknown to Prendergast since it is missing in his references. A comparison of the two papers is provided together with a brief review of some related works.
Electron. J. Statist., Volume 8, Number 1 (2014), 927-930.
First available in Project Euclid: 29 July 2014
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Bénasséni, Jacques. Sensitivity of principal component subspaces: A comment on Prendergast’s paper. Electron. J. Statist. 8 (2014), no. 1, 927--930. doi:10.1214/14-EJS915. https://projecteuclid.org/euclid.ejs/1406638929
- Related item: Prendergast, L. A. (2008). A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions. Electron. J. Statist. 2 454–467.