Parallel Principal Axes

Thaddeus Tarpey

Journal of Multivariate Analysis, 2000, vol. 75, issue 2, 295-313

Abstract: Parallel principal axes are introduced and used to investigate the structure of multivariate distributions. In the class of elliptical distributions, it is shown that self-consistency of parallel principal axes characterizes normality. Parallel principal axes are used to illustrate the equivalent event fallacy in the context of self-consistency. Finally, the idea of piecewise principal component axes is introduced and related to an allometric extension model.

Keywords: allometric extension; Borel's paradox; elliptical distributions; mean squared error; principal points; self-consistency; self-consistent points (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (2)

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