PCA with Extreme Value Data

Multiscale;principal component analysis;extreme value;quantile;519

자연과학대학 통계학과 ;

University:서울대학교 대학원

关键词: Multiscale;    principal component analysis;    extreme value;    quantile;    519;   

Others  :  http://s-space.snu.ac.kr/bitstream/10371/131265/1/000000009588.pdf

美国|英语

来源: Seoul National University Open Repository

【 摘 要 】

Principal component analysis (PCA) is very important to analyze multivariate data set. PCA method makes understanding data set easier because PCA can reduce the dimension of the data set. But the assuming of normal distributed data, PCA can not apply the non-normal data set like skewed data.In this paper, we suggest a quantile PCA that can apply the PCA methodology to the skewed data set.