9.6 Suppose X :p 1 follows a general multivariate t-distribution. Show that the principal components have

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9.6 Suppose X :p × 1 follows a general multivariate t-distribution. Show that the principal components have the same geometric interpretation as they would if X were normally distributed.

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Applied Multivariate Analysis

ISBN: 9780486442365

2nd Edition

Authors: S. James Press

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Question Posted: Oct 29, 2024 11:00 AM

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9.6 Suppose X :p 1 follows a general multivariate t-distribution. Show that the principal components have the same geometric interpretation as they would if X were normally distributed.
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9.6 Suppose X :p 1 follows a general multivariate t-distribution. Show that the principal components have

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Applied Multivariate Analysis

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