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Autor:
Jan O. Bauer, Bernhard Drabant
Publikováno v:
Journal of Multivariate Analysis. 193:105103
Autor:
Jan O. Bauer
Principal loading analysis is a dimension reduction method that discards variables which have only a small distorting effect on the covariance matrix. We complement principal loading analysis and propose to rather use a mix of both, the correlation a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fe8919382d0b597f1176e6838c5ee743
Autor:
Bernhard Drabant, Jan O. Bauer
This paper proposes a tool for dimension reduction where the dimension of the original space is reduced: the principal loading analysis. Principal loading analysis is a tool to reduce dimensions by discarding variables. The intuition is that variable
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::10283ac0c59a3bf18fbdc0e2276dc821