Notes on the prehistory of principal components analysis

Notes on the prehistory of principal components analysis

Principal Components Analysis was developed by Harold Hotelling (1895–1973) in 1933 and Canonical Correlations Analysis in 1936.  In this article we trace some of the stages leading up to the development of these procedures, chiefly in the hands of Francis Galton (1822–1911) and Karl Pearson (1857–1...

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Veröffentlicht in:Journal of multivariate analysis 2022-03, Vol.188, p.104814, Article 104814
1. Verfasser: Farebrother, Richard W.
Format: Artikel
Sprache:eng
Schlagworte:
Correlation
Francis Galton
Julius Ludwig Weisbach
Karl Pearson
Orthogonal least squares
Principal components
Regression
Robert Jackson Adcock
Standard least squares
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Zusammenfassung:Principal Components Analysis was developed by Harold Hotelling (1895–1973) in 1933 and Canonical Correlations Analysis in 1936.  In this article we trace some of the stages leading up to the development of these procedures, chiefly in the hands of Francis Galton (1822–1911) and Karl Pearson (1857–1936) paying particular attention to the two-variable case developed independently by Julius Ludwig Weisbach (1806–1871) in 1840 and Robert Jackson Adcock (1826–1895) in 1877-78.
ISSN:0047-259X
1095-7243
DOI:10.1016/j.jmva.2021.104814