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Recommended text on principal component analysis?

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ephedyn
#1
Dec3-10, 01:55 PM
P: 171
I need to learn principal component analysis from scratch for my research project, but it seems like a fairly staple technique that there isn't a text on it which stands out in particular... I found one by Jolliffe and another by Izenman (Modern Multivariate Statistical Techniques, Springer) with a chapter on linear dimensional reduction and principal component analysis.

Is there anything you would recommend me? Also bearing in mind, I don't have much background in applied statistics...

Thanks in advance!
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