[See also general books on multivariate statistics.]

T. Anderson: Asymptotic theory for principal component analysis.
Ann. Math. Stat. 34 (1963), 122-148.

Jorge Cadima/I. Jolliffe: Variable selection and the interpretation of principal
subspaces. J. Agr. Biol. Envir. Stat. 6 (2001), 62-79.

K. Diamantaras/S. Kung: Principal component neural networks theory
and applications. Wiley 1996, 270p. $102.

26051 George Dunteman: Principal component analysis. Sage 1989, 100p. Eur 14.

Bernhard Flury: Common principal components and related models. Wiley 1988, 260p.

16183 Jeff Fortuna/David Capson: Improved support vector classification
using PCA and ICA feature space modification. Pattern Rec. 37 (2004), 1117-1129.

20877 Xiao-xu Han: Improving gene expression cancer molecular pattern
discovery using nonnegative principal component analysis.
Genome Informatics 21 (2008), 200-211.

J. Jackson: A user's guide to principal components. Wiley 2003, 590p. Eur 123.

15993 I. Jolliffe: Principal component analysis. Springer 2002, 480p. $90.

A. Liu/Y. Zhang/E. Gehan/R. Clarke: Block principal component analysis with
application to gene microarray data classification. Statistics in Med. 21 (2002), 3464-3474.

23680 Cleve Moler/Donald Morrison: Singular value analysis of cryptograms.
Am. Math. Monthly 90/2 (1983), 78-87.

K. Pearson: On lines and planes of closest fit to systems of points in space.
Phil. Mag. 2 (1901), 559-572.

Rudolph Preisendorfer/C. Mobley: Principal component analysis in meteorology
and oceanography. Elsevier 1988, 420p.

C. R. Rao: The use and interpretation of principal component analysis
in applied research. Sankhya A 26 (1964), 329-358.

T. Tarpey: Self-consistency and principal component analysis.
J. Am. Stat. Ass. 94 (1999), 456-467.

T. Tarpey: Parallel principal axes. J. Mult. Anal. 75 (2000), 295-313.

21518 Anatoli Torokhti/Shmuel Friedland: Towards theory of generic
principal component analysis. Internet ca. 2008, 13p.

F. Treasure: The geometry of principal components.
Unpublished essay. Univ. of Cambridge 1986. Cited in 15993 Jolliffe, 20.

Antai Wang/Edmund Gehan: Gene selection for microarray data analysis
using principal component analysis. Statistics in Medicine ... (2005), ...

17091 Thomas Wickens: The geometry of multivariate statistics. Erlbaum 1995, 160p. $36.
Very elementary.