Textbooks on Principal Component Analysis

[kbinder]

Hello SMP - I'm looking for recommendations for good PCA textbooks, so that I may teach myself this topic. I have a pretty solid background in probability and statistics (graduate level), and I'm looking to use PCA to help model bond prices. I'm not necessarily looking for a book that explains this particular application of PCA (I know there are a few out there), but if anyone highly recommends such a textbook, I'm all ears. Thanks in advance.

[djames]

Johnson & Wichern (http://www.amazon.com/APPLIED-MULTIVARIATE-STATISTICAL-ANALYSIS-RICHARD/dp/0131219731/ref=sr_1_3/104-6545145-5307120?ie=UTF8&s=books&qid=1178212749&sr=8-3)

We refer to this text at my company when we employ PCA. I helped some 2p2'ers awhile back in the software forum and may have alluded to it there as well. Not sure, but it's likely searchable if you cared.

[Jiggymike]

Biometry is one of the most used texts although it is slightly geared towards use in biology. The entire book isn't devoted to PCA but it is easy to understand and has a lot of information about PCA (one or two chapters think).