Non-gaussian component analysis: New ideas, new proofs, new applications
Year of publication: |
2010
|
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Authors: | Panov, Vladimir |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Hauptkomponentenanalyse | Statistische Verteilung | Clusteranalyse | Value at Risk | Theorie | dimension reduction | non-Gaussian components | EDR subspace | classification problem |
Series: | SFB 649 Discussion Paper ; 2010-026 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 628583184 [GVK] hdl:10419/39288 [Handle] RePEc:zbw:sfb649:sfb649dp2010-026 [RePEc] |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods |
Source: |
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