Jackson E. A User's Guide to Principal Components

2nd ed. — John Wiley & Sons Ltd., 2010. — 324 p. — ISBN: 9780470711170, 9781118887486, 0470711175. Multivariate analysis plays an important role in the understanding of complex data sets requiring simultaneous examination of all variables. Breaking through the apparent disorder of the information, it provides the means for both describing and exploring data, aiming to extract...

Pearson, 2014. — 775 p. — 6th ed. — ISBN: 1292024941, 1299960308, 9781292024943 For courses in Multivariate Statistics, Marketing Research, Intermediate Business Statistics, Statistics in Education, and graduate-level courses in Experimental Design and Statistics. Appropriate for experimental scientists in a variety of disciplines, this market-leading text offers a readable...

New York: Springer. – 2002. – 518 p. Principal component analysis is probably the oldest and best known of the techniques of multivariate analysis. It was first introduced by Pearson (1901), and developed independently by Hotelling (1933). Like many multivariate methods, it was not widely used until the advent of electronic computers, but it is now well entrenched in virtually...

John Wiley & Sons, Inc., 2002. — 732 p. — ISBN 0-471-41889-7. Учебник по многомерному статистическому анализу, охватывающий достаточно стандартный набор тем: матричная алгебра, понятие о многомерных данных и простейшие методы их анализа, многомерное нормальное распределение, сравнение средних для векторов, многомерный дисперсионный анализ, сравнение ковариационных матриц,...

Cambridge: MIT Press, 2004. – 193 p. – ISBN 0-262-69315-1 This book is intended to provide the essentials of independent component analysis (ICA) using intuitive examples described in simple geometric terms. The tutorial style adopted should make this book suitable for readers of varying mathematical sophistication, from the almost innumerate enthusiast to the research scientist....

Addison Wesley, 1977. — 711 p. — ISBN: 0201076160, 9780201076165 The approach in this introductory book is that of informal study of the data. Methods range from plotting picture-drawing techniques to rather elaborate numerical summaries. Several of the methods are the original creations of the author, and all can be carried out either with pencil or aided by hand-held...