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I am trying to find how eigenvalues and eigenvectors are used in statistics. I found this : https://en.wikipedia.org/wiki/Factor_analysis

Eigenvalues can be used in Factor analysis. However I would like to know if eigenvalues and eigenvector can be used in Stats in any other topic.

Can anyone help me on this or recommend a website to read about this?

Thanks

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    For example https://en.wikipedia.org/wiki/Principal_component_analysis – 2017-02-14

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In statistical pattern recognition, one often pre-processes high-dimensional data by projecting it onto a subspace defined by the $k$ vectors with largest (magnitude) eigenvalues, as these capture the largest variation in the data (principal component analysis). See Chapter 10, Pattern classification (2nd ed.) or Pattern recognition and machine learning.

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    Thank you for your help. I will take a look. – 2017-02-14
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    I don't like spam. – 2017-02-14
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    A reference is not spam. Another reference has been added. – 2017-02-14
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    A reference to your book about a common topic that is covered by thousands of other sources *is* spam – 2017-02-14