Qi, Xin; Luo, Ruiyan; Zhao, Hongyu - In: Journal of Multivariate Analysis 114 (2013) C, pp. 127-160
, they are limited in terms of lack of orthogonality in the loadings (coefficients) of different principal components, the … existence of correlation in the principal components, the expensive computation needed, and the lack of theoretical results such … iterative algorithm to solve the optimization problems. With this method, we can efficiently obtain uncorrelated principal …