Search Results

Principal component analysis for histogram-valued data,
J. Le-Rademacher and L. Billard, in Advances in Data Analysis and Classification (2017)
Keywords: Principal components, Histogram observations, Polytopes

A 50-year personal journey through time with principal component analysis,
Ian Jolliffe, in Journal of Multivariate Analysis (2022)
Keywords: Principal component analysis;

Forecast comparison of principal component regression and principal covariate regression,
Christiaan Heij, Patrick Groenen and Dick van Dijk, from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2005)
Keywords: economic forecasting, factor model, principal components, principal covariates, regression model

Detecting influential observations in principal components and common principal components,
Graciela Boente, Ana M. Pires and Isabel M. Rodrigues, in Computational Statistics & Data Analysis (2010)
Keywords: Common principal components Detection of outliers Influence functions Robust estimation

Principal components analysis and cyclostationarity,
Alain Boudou and Sylvie Viguier-Pla, in Journal of Multivariate Analysis (2022)
Keywords: Cyclostationarity; Orthogonal projectors; Principal Components Analysis; Random measures; Spectral measures; Stationary processes; Unitary operators;

On the robustness of the principal volatility components,
Carlos Trucíos, Luiz Hotta and Pedro Valls Pereira, in Journal of Empirical Finance (2019)
Keywords: Conditional covariance matrix; Constant volatility; Curse of dimensionality; Jumps; Outliers; Principal components;

A concentration study of principal components,
Jacques Benasseni, in Journal of Applied Statistics (2005)
Keywords: Gini index of concentration, influence function, Lorenz curve, principal component analysis, sensitivity,

Regularized principal components of heritability,
Yixin Fang, Yang Feng and Ming Yuan, in Computational Statistics (2014)
Keywords: Expression quantitative trait loci, Family study, High dimensional data, Linear discriminant analysis, Principal components, Sparsity,

Stability of principal components,
A. Al-Ibrahim and Noriah Al-Kandari, in Computational Statistics (2008)
Keywords: Principal components, Stability measure, Maximum likelihood estimator, Eigenvalue and eigenvector, Coverage probability, Stability confidence level,

Application of Principal Component Analysis to Image Compression,
Wilmar Hernandez and Alfredo Mendez, from IntechOpen
Keywords: principal component analysis, population principal components, sample principal components, image compression, image dimension reduction, image reconstruction quality

Principal components adjusted variable screening,
Zhongkai Liu, Rui Song, Donglin Zeng and Jiajia Zhang, in Computational Statistics & Data Analysis (2017)
Keywords: Generalized linear models; Principal components; Variable selection; Sure screening;

Diffusions of perturbed principal component analysis,
Marie-France Bru, in Journal of Multivariate Analysis (1989)
Keywords: stochastic differential equations sample covariance matrix eigenvalues principal component analysis

Biobjective sparse principal component analysis,
Emilio Carrizosa and Vanesa Guerrero, in Journal of Multivariate Analysis (2014)
Keywords: Principal component analysis; Mixed Integer Nonlinear Programming; Biobjective optimization; Sparseness;

Kernel-based functional principal components,
Graciela Boente and Ricardo Fraiman, in Statistics & Probability Letters (2000)
Keywords: Functional principal components Kernel methods Hilbert-Schmidt operators Eigenfunctions

On the number of principal components in high dimensions,
Sungkyu Jung, Myung Hee Lee and Jeongyoun Ahn, in Biometrika (2018)
Keywords: High-dimensional data, Principal component analysis, Skewness test

Principal component analysis in an asymmetric norm,
Ngoc Mai Tran, Maria Osipenko and Wolfgang Härdle, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2014)
Keywords: principal components, asymmetric norm, dimension reduction, quantile, expectile

Stock Selection with Principal Component Analysis,
Libin Yang, William Rea and Alethea Rea, from University of Canterbury, Department of Economics and Finance (2015)
Keywords: Principal component analysis, stock selection, diversification, stock portfolios

Principal component regression analysis of electricity consumption factors in Madagascar,
Franck Ramaharo and Njakanasandratra Rajaonarison, from University Library of Munich, Germany (2023)
Keywords: principal component analysis; principal component regression; electricity consumption

Serie de Machine Learning Análisis de Componentes Principales (PCA),
Sergio Pernice, from Universidad del CEMA (2020)
Keywords: Principal component analysis, Análisis de componentes principales, aprendizaje no supervisado.

Aspects of Romanian Education during 1990-2011, by the Principal Component Analysis,
Aivaz Kamer Ainur, in Ovidius University Annals, Economic Sciences Series (2013)
Keywords: multifactorial analysis, principal component analysis, education, correlations

Principal Components Analysis of Employment in Eastern Europe,
Mirko Savić, in Panoeconomicus (2006)
Keywords: Employment, Multivariate analysis, Principal components analysis

Preliminary test estimation for multi-sample principal components,
Davy Paindaveine, Rondrotiana Joséa Rasoafaraniaina and Thomas Verdebout, in Econometrics and Statistics (2017)
Keywords: Preliminary test estimation; Common principal components;

A pure L1-norm principal component analysis,
J.P. Brooks, J.H. Dulá and E.L. Boone, in Computational Statistics & Data Analysis (2013)
Keywords: Principal component analysis; Linear programming; L1 regression;

Principal components selection given extensively many variables,
Nils Lehmann, in Statistics & Probability Letters (2005)
Keywords: Principal components analysis Random matrix theory

Forecasting exchange rates using principal components,
Natalia Ponomareva, Jeffrey Sheen and Ben Zhe Wang, in Journal of International Financial Markets, Institutions and Money (2019)
Keywords: Principal component analysis; Bilateral exchange rates; Forecasting;

Pattern classification using principal components regression,
Daniel Ciuiu, from University Library of Munich, Germany (2008)
Keywords: Principal components regression, pattern classification, k-means

Asymptotic normality of the principal components of functional time series,
Piotr Kokoszka and Matthew Reimherr, in Stochastic Processes and their Applications (2013)
Keywords: Asymptotic normality; Functional principal components; Weak dependence;

Project cost estimation using principal component regression,
Swee Lean Chan and Moonseo Park, in Construction Management and Economics (2005)
Keywords: factors, principal component regression model, project cost,

Principal Components and Factor Analysis. A Comparative Study,
Guido Travaglini, from University Library of Munich, Germany (2011)
Keywords: Principal Components, Factor Analysis, Matrix Norm

Preliminary Test Estimation for Multi-Sample Principal Components,
Davy Paindaveine, Rondrotiana J Rasoafaraniaina and Thomas Verdebout, from ULB -- Universite Libre de Bruxelles (2016)
Keywords: preliminary test estimation; common principal components

Growth Regressions, Principal Components and Frequentist Model Averaging,
Martin Wagner and Jaroslava Hlouskova, from Institute for Advanced Studies (2009)
Keywords: Frequentist model averaging, Growth regressions, Principal components

Cross-validation methods in principal component analysis: A comparison,
Giancarlo Diana and Chiara Tommasi, in Statistical Methods & Applications (2002)
Keywords: Principal component analysis, cross-validation methods

GPFOBL: Stata module to perform rotation after factor / principal components,
Herve M. Caci, from Boston College Department of Economics (2003)
Keywords: factor analysis, principal components, rotation

EMPLOYMENT DYNAMICS IN THE CANDIDATE CENTRAL AND EAST EUROPEAN COUNTRIES USING THE PRINCIPAL COMPONENTS ANALYSIS,
Mariana Nicolae-Balan, in Journal for Economic Forecasting (2003)
Keywords: employment, principal component analyses

Forecasting exchange rates with elliptically symmetric principal components,
Karo Solat and Kwok Ping Tsang, in International Journal of Forecasting (2021)
Keywords: Factor model; Principal component analysis; Exchange rates; Out-of-sample forecasting; Elliptically symmetric principal components;

On a nonlinear extension of the principal fitted component model,
Jun Song, Kyongwon Kim and Jae Keun Yoo, in Computational Statistics & Data Analysis (2023)
Keywords: Principal component model; Principal fitted component model; Sufficient dimension reduction; Reproducing kernel Hilbert space;

Sparse principal component analysis by choice of norm,
Xin Qi, Ruiyan Luo and Hongyu Zhao, in Journal of Multivariate Analysis (2013)
Keywords: Sparse principal component analysis; High-dimensional data; Uncorrelated or orthogonal principal components; Iterative algorithm; Consistency in high dimension;

The Dynamics of Implied Volatilities: A Common Principal Components Approach,
Matthias Fengler, Wolfgang Härdle and Christophe Villa, in Review of Derivatives Research (2003)
Keywords: common principal component analysis, principal component analysis, factor model, implied volatility surface, smile,

The dynamics of implied volatilities: A common principal components approach,
Matthias Fengler, Wolfgang Karl Härdle and Christophe Villa, from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2001)
Keywords: Common Principal Component Analysis, Implied Volatility Surface, Principal Component Analysis, Smile

Directed Principal Component Analysis,
Yi-Hao Kao and Benjamin Van Roy, in Operations Research (2014)
Keywords: principal component analysis, covariance matrix estimation, high-dimensional data, portfolio management, convex optimization, decision analysis, stochastic programming

Bayesian robust principal component analysis with structured sparse component,
Ningning Han, Yumeng Song and Zhanjie Song, in Computational Statistics & Data Analysis (2017)
Keywords: Robust principal component analysis; Low-rank component; Structured sparse component; Variational Bayesian inference; Structured sparsity;

DISCARDING VARIABLES in PRINCIPAL COMPONENT ANALYSIS: ALGORITHMS for ALL-SUBSETS COMPARISONS,
Pedro Silva, from Católica Porto Business School, Universidade Católica Portuguesa (2000)
Keywords: Principal Component Analysis, Principal Variables, Variable Selection, All-Subsets Algorithms.

Discarding Variables in a Principal Component Analysis: Algorithms for All-Subsets Comparisons,
António Pedro Duarte Silva, in Computational Statistics (2002)
Keywords: Principal Component Analysis, Principal Variables, Variable Selection, All-Subsets Algorithms

A Class of Robust Principal Component Vectors,
Hidehiko Kamiya and Shinto Eguchi, in Journal of Multivariate Analysis (2001)
Keywords: asymptotic relative efficiency gross-error sensitivity influence function principal component analysis robustness against outliers

Principal component analysis in an asymmetric norm,
Ngoc Mai Tran, Petra Burdejová, Maria Osipenko and Wolfgang Härdle, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2016)
Keywords: principal components, asymmetric norm, dimension reduction, quantile, expectile, fMRI, risk attitude, brain imaging, temperature, functional data

Some robust estimates of principal components,
John I. Marden, in Statistics & Probability Letters (1999)
Keywords: Principal components Multivariate analysis Multivariate ranks Multivariate signs Robust estimation Minimum-volume-ellipsoid estimator

Multiple imputation in principal component analysis,
Julie Josse, Jérôme Pagès and François Husson, in Advances in Data Analysis and Classification (2011)
Keywords: Principal component analysis, Missing values, EM algorithm, Multiple imputation, Bootstrap, Procrustes rotation, 62H25, 62G09,

On principal components regression with Hilbertian predictors,
Ben Jones and Andreas Artemiou, in Annals of the Institute of Statistical Mathematics (2020)
Keywords: Conditional independence, Hilbertian random variables, Principal components regression, Elliptical distributions, Cauchy distribution

Determining an Adequate Number of Principal Components,
Stanley L. Sclove, from IntechOpen
Keywords: reduction of dimensionality, principal components, model selection criteria, information criteria, AIC, BIC

A survey of functional principal component analysis,
Han Lin Shang, from Monash University, Department of Econometrics and Business Statistics (2011)
Keywords: Bootstrap, functional principal component regression, functional time series, Stiefel manifold, Von Mise-Fisher distribution.

Principal Component Analysis of Students Academic Performance,
F. B. K. Twenefour, E. N. N. Nortey and E. M. Baah, in International Journal of Business and Social Research (2015)
Keywords: Academic performance, principal component analysis, relative score index (RSI).

Principal Component Analysis of Students Academic Performance,
F. B. K. Twenefour, E. N. N. Nortey and E. M. Baah, in International Journal of Business and Social Research (2015)
Keywords: Academic performance, principal component analysis, relative score index (RSI).

Principal Component Analysis on the Twitter Data in the Restaurant Industry,
Koumei Suzuki, Yuki Higuchi and Kazuhiro Takeyasu, in International Business Research (2019)
Keywords: SNS, twitter, twitter followers, principal component analysis, cluster analysis

A simulation study on nonlinear principal component analysis,
Brigitta Voß, from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen (1999)
Keywords: feature extraction, nonlinear principal component analysis, artificial neural networks

THE PRINCIPAL COMPONENTS APPROACH TO QUOTA FORMULATION AT THE IMF,
Thierry Nguéma-Affane, from University Library of Munich, Germany (2008)
Keywords: International Monetary Fund; Quota Formula; Principal Components Analysis;

Spiked multiplicative random matrices and principal components,
Xiucai Ding and Hong Chang Ji, in Stochastic Processes and their Applications (2023)
Keywords: Free multiplication of random matrices; Spiked model; Principal components; Local laws;

Approximation of the principal components analysis of a stationary function,
Alain Boudou, in Statistics & Probability Letters (2006)
Keywords: Principal components analysis Stationary random function Frequency domain

Asymptotic properties of principal component projections with repeated eigenvalues,
Justin Petrovich and Matthew Reimherr, in Statistics & Probability Letters (2017)
Keywords: Functional data analysis; Repeated eigenvalues; Principal components; Projection;

Robust functional regression based on principal components,
Ioannis Kalogridis and Stefan Van Aelst, in Journal of Multivariate Analysis (2019)
Keywords: Functional linear model; Functional principal components; Influence function; Robustness;

Auto-associative models and generalized principal component analysis,
Stéphane Girard and Serge Iovleff, in Journal of Multivariate Analysis (2005)
Keywords: Auto-associative models Principal component analysis Projection pursuit Regression

Rates of Convergence for Spline Estimates of Additive Principal Components,
Nour Eddin El Faouzi and Pascal Sarda, in Journal of Multivariate Analysis (1999)
Keywords: additive principal components nonlinear transformations additive splines rate of convergence

Wind forecasting using Principal Component Analysis,
Christina Skittides and Wolf-Gerrit Früh, in Renewable Energy (2014)
Keywords: Wind energy resource; Principal Component Analysis (PCA); Forecasting;

A Principal Component Analysis of Digital Banking Development in Taiwan,
Mei-Mei Lin and Fu-Hsiang Kuo, in Journal of Applied Finance & Banking (2023)
Keywords: Financial technology, Digital banking, Digital account, Principal components analysis.

Supervised kernel principal component analysis for forecasting,
Puyi Fang, Zhaoxing Gao and Ruey S. Tsay, in Finance Research Letters (2023)
Keywords: Forecasting; Nonparametric regression; Principal component analysis; Dimension reduction;

Identifying the Informational/Signal Dimension in Principal Component Analysis,
Sergio Camiz and Valério D. Pillar, in Mathematics (2018)
Keywords: Principal Component Analysis; stopping rules; simulated data; rules comparison

Alternative Penalty Functions for Penalized Likelihood Principal Components,
Trevor Park, in Journal of Applied Statistics (2007)
Keywords: Interpretation, Lasso penalty, multivariate exploratory analysis, principal component rotation, varimax,

Measures of fit in principal component and canonical variate analyses,
Sugnet Gardner-Lubbe, Niël Le Roux and John Gowers, in Journal of Applied Statistics (2008)
Keywords: biplots, canonical variate analysis, measures of fit, prediction, principal component analysis,

Prediction of multivariate responses with a selected number of principal components,
Inge Koch and Kanta Naito, in Computational Statistics & Data Analysis (2010)
Keywords: Dimension selection Principal component regression Supervised learning Variable ranking

Sparse principal component regression with adaptive loading,
Shuichi Kawano, Hironori Fujisawa, Toyoyuki Takada and Toshihiko Shiroishi, in Computational Statistics & Data Analysis (2015)
Keywords: Dimension reduction; Identifiability; Principal component regression; Regularization; Sparsity;

Asymptotic properties of correlation-based principal component analysis,
Jungjun Choi and Xiye Yang, in Journal of Econometrics (2022)
Keywords: Correlation matrix; Eigenvalue; Eigenvector; High frequency; Principal component; Standardized data;

Smooth principal component analysis for high dimensional data,
Yingxing Li, Wolfgang Härdle and Chen Huang, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2017)
Keywords: Principal Component Analysis, Penalized Smoothing, Asymp- totics, Multilevel, fMRI

A Principal Component Approach to Measuring Investor Sentiment in China,
Haiqiang Chen, Terence Tai Leung Chong and Yingni She, from University Library of Munich, Germany (2013)
Keywords: Principal Component Analysis; Market Sentiment; Market Turnover; Threshold Model.

Principal component analysis of infinite variance functional data,
Piotr Kokoszka and Rafał Kulik, in Journal of Multivariate Analysis (2023)
Keywords: Asymptotic theory; Functional data; Infinite variance; Principal components; Regular variation;

A Principal Component Analysis in Switchgrass Chemical Composition,
Mario Aboytes-Ojeda, Krystel K. Castillo-Villar, Tun-hsiang Yu, Christopher Boyer, Burton English, James Larson, Lindsey M. Kline and Nicole Labbé, in Energies (2016)
Keywords: lignocellulosic biomass; principal component analysis; statistical hypothesis; bioenergy; switchgrass

Principal component analysis of yield curve movements,
Joel Barber and Mark Copper, in Journal of Economics and Finance (2012)
Keywords: Yield Curve, Term Structure, Interest Rates, Principal Component Analysis, G12,

Principal component analysis for compositional data vectors,
Huiwen Wang, Liying Shangguan, Rong Guan and Lynne Billard, in Computational Statistics (2015)
Keywords: Compositional data, Principal component analysis (PCA), Simplex space, Logratio transformation,

Stability approach to selecting the number of principal components,
Jiyeon Song and Seung Jun Shin, in Computational Statistics (2018)
Keywords: Principal component analysis, Stability selection, Structural dimension, Subsampling

Principal Component Analysis on Human Development Indicators of China,
Dejian Lai, in Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement (2003)
Keywords: China, human development index, principal components, quality of life,

Robust kernel principal component analysis and classification,
Michiel Debruyne and Tim Verdonck, in Advances in Data Analysis and Classification (2010)
Keywords: Principal component analysis, Kernel methods, Classification, Robustness, 62H30, 62G35,

Principal component analysis with interval imputed missing values,
Paola Zuccolotto, in AStA Advances in Statistical Analysis (2012)
Keywords: Missing values, Interval data, Symbolic data analysis, Principal component analysis,

Robust functional principal components for sparse longitudinal data,
Graciela Boente and Matías Salibián-Barrera, in METRON (2021)
Keywords: Functional data analysis, Principal components, Robust estimation, Sparse data

Multivariate Prediction with Nonlinear Principal Components Analysis: Theory,
John Gower and Jörg Blasius, in Quality & Quantity: International Journal of Methodology (2005)
Keywords: biplot, large scale data analysis, nonlinear principal components analysis, prediction,

Optimal Rank-Based Tests for Common Principal Components,
Marc Hallin, Davy Paindaveine and Thomas Verdebout, from ULB -- Universite Libre de Bruxelles (2011)
Keywords: Common Principal Components; Rank-Based Methods; Local Asymptotic Normality; Robustness

The dynamics of implied volatilities: a common principal components approach,
Christophe Villa, Matthias Fengler and W.K. Hardle, from HAL (2003)
Keywords: implied volatilities,dynamics of implied volatilities,common principal components approach

Análisis de componentes principales de la estructura a plazos de las tasas de interés en México,
Carlos A. Martínez and José A. Núñez, in eseconomía (2012)
Keywords: componentes principales, nivel, pendiente/ principal component, level, slope.

Raw Data Maximum Likelihood Estimation for Common Principal Component Models: A State Space Approach,
Fei Gu and Hao Wu, in Psychometrika (2016)
Keywords: state space model, principal component analysis, common principal component model

Using Principal Component Analysis and Cluster Analysis to determine agricultural capacities of Algeria,
Houssame Balouli and Lazhar Chine, from HAL (2018)
Keywords: Principal Components Analysis,Cluster Analysis,Agriculture,Algeria

A characterization of elliptical distributions and some optimality properties of principal components for functional data,
Graciela Boente, Matías Salibián Barrera and David E. Tyler, in Journal of Multivariate Analysis (2014)
Keywords: Elliptical distributions; Functional data analysis; Principal components;

Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging,
Martin Wagner and Jaroslava Hlouskova, in Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) (2015)
Keywords: Frequentist model averaging, growth regressions, principal components

Price, sales, and the business cycle: a time series principal component analysis,
Fernando Borraz, Giacomo Livan, Anahí Rodríguez-Martínez and Pablo Picardo, from Global Labor Organization (GLO) (2020)
Keywords: price rigidity, sales, unemployment, principal component analysis