Federico Paset: Regression, correlation, and principal component analysis.
Ferrara 2003.
Original title: Regressione, correlazione e analisi delle componenti
principali.
REGRESSION AND CORRELATION OF TWO VARIABLES

Introduction
The data matrix
The helpful vector e
Geometric and statistical normalization
The regression line
The regression line in statistics
The correlation coefficient
Partial correlation

PRINCIPAL AXES

A notation in linear algebra
Bilinear forms
Orthosymmetry
Orthogonal geometry of a symmetric bilinear form
Orthogonal projections in an anisotropic space
Symmetric operators
Autometries
The spectral theorem
Courant's theorem
Principal component analysis

REFERENCES