@BOOK{Jolliffe:2002, AUTHOR={I T Jolliffe}, TITLE={Principal Component Analysis}, PUBLISHER={Springer}, YEAR={2002}, URL={http://www.springer.com/statistics/statistical+theory+and+methods/book/978-0-387-95442-4} } @BOOK{Gorban:2008, AUTHOR={A N Gorban and B K\'egl and D C Wunsch and A Zinovyev}, TITLE={Principal Manifolds for Data Visualization and Dimension Reduction}, PUBLISHER={Springer}, YEAR={2008}, URL={http://www.springer.com/math/cse/book/978-3-540-73749-0} } @Comment @INPROCEEDINGS{Al-Kandari:1999, @Comment AUTHOR={N Al-Kandari}, @Comment TITLE={Variable Selection and Principal Component Analysis}, @Comment BOOKTITLE={Bulletin of the International Statistical Institute (52nd Session)}, @Comment YEAR={1999}, @Comment NOTE={available online at http://www.stat.fi/isi99/proceedings.html} @Comment } @ARTICLE{Jolliffe:1972, AUTHOR={I T Jolliffe}, TITLE={Discarding Variables in a Principal Component Analysis I: Artificial Data}, JOURNAL={Applied Statistics}, YEAR={1972}, VOLUME={21}, PAGES={160-173} } @ARTICLE{Jolliffe:1972, AUTHOR={I T Jolliffe}, TITLE={Discarding Variables in a Principal Component Analysis II: Real Data}, JOURNAL={Applied Statistics}, YEAR={1972}, VOLUME={21}, PAGES={160-173} } @ARTICLE{Cadima:1995, AUTHOR={J F C L Cadima and I T Jolliffe}, TITLE={Loadings and Correlations in the interpretation of Principal Components}, JOURNAL={Journal of Applied Statistics}, YEAR={1995}, VOLUME={22}, NUMBER={2}, PAGES={203-214} } @ARTICLE{McCabe:1984, AUTHOR={G P McCabe}, TITLE={Principal Variables}, JOURNAL={Technometrics}, YEAR={1984}, VOLUME={26}, NUMBER={2}, PAGES={137-144} } @ARTICLE{Zou:2006, AUTHOR={H Zou and T Hastie and R Tibshirani}, TITLE={Sparse Principal Component Analysis}, JOURNAL={Journal of Computational and Graphics System}, YEAR={2006}, VOLUME={15}, NUMBER={2}, PAGES={262-286}, NOTE={available on Hastie's homepage, http://www-stat.stanford.edu/~hastie/Papers/; See also the R {\tt elasticnet} package} }