Toni Duras: Estimations and applications of common principal component analysis
Time: Wed 2017-02-08 13.00 - 14.00
Location: Room B705, Department of Statistics, Stockholm University
Participating: Toni Duras, Jönköping University
In this presentation, we describe some basic properties of Common Principal Component Analysis (CPCA) originally proposed by Flury (1984). We discuss the difference between the maximum likelihood estimator and a simplified estimator proposed by Krzanowski (1984). Some applications of CPCA are discussed and an empirical case study of Swedish municipality-level data is presented where we compare the two estimators.