Principal components of sample data reflect the shape of the corresponding eigenvectors of the population covariance matrix. (nap.edu)
The first eigenvector of the covariance matrix for this simulation is the red curve in Figure 9 - 2, showing the precise form of the spurious trend that the principal component would introduce into the fitted model in this case. (nap.edu)
But when Wahl and Ammann say — our model doesn't work without Graybill bristlecone chronologies, ergo they contain «valid» information at the «eigenvector level», no one in the «community» says boo to a goose. (climateaudit.org)