Analysis of multivariate and high-dimensional data - Koch, Inge (New York: CUP, 2014)
Classical methods -- Principal component analysis -- Cannonical correlation analysis -- Discriminant analysis -- Norms proximities features and dualities -- Cluster analysis -- Factor analysis -- Multidimensional scaling -- Towards non-gaussianity -- Independent component analysis -- Projection pursuit -- kernel and more independent component methods -- Feature selection and principal component analysis revisited
Includes bibliography and index
Keywords: Statistics; Multivariate Analysis; High-Dimensional Data