A concentration study of principal components

Jacques Benasseni

Journal of Applied Statistics, 2005, vol. 32, issue 9, 947-957

Abstract: Influence functions are commonly used as diagnostic tools in order to investigate sensitivity aspects in principal component analysis. This paper suggests a practical alternative for the eigenvalues by introducing a sensitivity measure derived from the classical Lorenz curve and associated Gini index. The results are illustrated by analysing an example.

Keywords: Gini index of concentration; influence function; Lorenz curve; principal component analysis; sensitivity (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1080/02664760500163664

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