I'm an Italian student of business administration.

For my thesis I study the application of PCA method for the reduction of the original variables, and my data have skewed distribution.

I have read that the PCA works better when the original data have a symmetric distribution. Alternatively, for asymmetric data I considered the algorithm proposed by Hubert et al 2009 (ROBPCA).

I need to understand though, why PCA works best when the data are symmetrical.

Thanks for any reply.