A global ANOVA decomposition is obtained by integrating local counterparts, and a global R-squared and a symmetric projection matrix are defined. We show that the proposed projection matrix is ...

Real inner products. Orthogonal matrices, and the transformations they represent. Complex matrices, diagonalisation, special types of matrix and their properties. Jordan normal form, with applications ...

This paper introduces a Projected Principal Component Analysis (Projected-PCA), which employs principal component analysis to the projected (smoothed) data matrix onto a given linear space spanned by ...