Control Procedures for Residuals Associated With Principal Component Analysis
作者:
J.Edward Jackson,
GovindS. Mudholkar,
期刊:
Technometrics
(Taylor Available online 1979)
卷期:
Volume 21,
issue 3
页码: 341-349
ISSN:0040-1706
年代: 1979
DOI:10.1080/00401706.1979.10489779
出版商: Taylor & Francis Group
关键词: Principal components;Residual analysis;Multivariate quality control
数据来源: Taylor
摘要:
This paper is concerned with the treatment of residuals associated with principal component analysis. These residuals are the difference between the original observations and the predictions of them using less than a full set of principal components. Specifically, procedures are proposed for testing the residuals associated with a single observation vector and for an overall test for a group of observations. In this development, it is assumed that the underlying covariance matrix is known; this is reasonable for many quality control applications where the proposed procedures may be quite useful in detecting outliers in the data. A numerical example is included.
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