1988 年 15 巻 23 号 p. 93-109
Many multivariate techniques such as principal component analysis, dual scaling and discriminant analysis can be formulated as eigenvalue problems, including generalized eigenvalue problems. This paper introduces a sensitivity analysis method developing the idea of W.S. De Sarbo, et al., who proposed the use of an ε-neighborhood around the maximum value of the criterion function. They and W.J. Krzanowski derived an approximate ε-neighborhood. This paper presents the exact ε-neighborhood. As application examples of the exact ε-neighborhood, dual scaling for conditional ordinal data and principal component analysis are discussed.
