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2014 Sensitivity of principal component subspaces: A comment on Prendergast’s paper
Jacques Bénasséni
Electron. J. Statist. 8(1): 927-930 (2014). DOI: 10.1214/14-EJS915

Abstract

In a recent paper on sensitivity of subspaces spanned by principal components, [5] 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 [2] 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.

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Jacques Bénasséni. "Sensitivity of principal component subspaces: A comment on Prendergast’s paper." Electron. J. Statist. 8 (1) 927 - 930, 2014. https://doi.org/10.1214/14-EJS915

Information

Published: 2014
First available in Project Euclid: 29 July 2014

zbMATH: 1349.62246
MathSciNet: MR3263107
Digital Object Identifier: 10.1214/14-EJS915

Subjects:
Primary: 62F35
Secondary: 62H12

Rights: Copyright © 2014 The Institute of Mathematical Statistics and the Bernoulli Society

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Vol.8 • No. 1 • 2014
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