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Reconstruction of a low-rank matrix in the presence of Gaussian noise
Shabalin, Andrey A.; Nobel, Andrew B. - In: Journal of Multivariate Analysis 118 (2013) C, pp. 67-76
This paper addresses the problem of reconstructing a low-rank signal matrix observed with additive Gaussian noise. We first establish that, under mild assumptions, one can restrict attention to orthogonally equivariant reconstruction methods, which act only on the singular values of the observed...
Persistent link: https://www.econbiz.de/10010665701
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Boundary behavior in High Dimension, Low Sample Size asymptotics of PCA
Jung, Sungkyu; Sen, Arusharka; Marron, J.S. - In: Journal of Multivariate Analysis 109 (2012) C, pp. 190-203
In High Dimension, Low Sample Size (HDLSS) data situations, where the dimension d is much larger than the sample size n … be of the order dα, where α<, =, or >1. Earlier results show the conditions for consistency and strong inconsistency of … PCA in the HDLSS asymptotics. While the results hold under a general situation, the limiting distributions under Gaussian …
Persistent link: https://www.econbiz.de/10011042061
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The fraud auditing : empirical study concerning the identification of the financial dimensions of fraud
Mironiuc, Marilena; Robu, Ioan-Bogdan; Robu, Mihaela-Alina - In: Journal of accounting and auditing : research & … (2012), pp. 1-13
Persistent link: https://www.econbiz.de/10009509743
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Multivariate methods in assessing the accuracy of prediction markets ex ante based on the highest-price criterion
Lin, Hung-wen; Tong, Zhenyuan; Yeh, Jason - In: The journal of prediction markets 7 (2013) 3, pp. 29-44
Persistent link: https://www.econbiz.de/10010342034
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Digital banking in the new era : exploring customers' attitudes
Valsamidis, Stavros; Tsourgiannis, Lambros; Pappas, … - In: Business performance and financial institutions in …, (pp. 91-104). 2020
The digitalization of banking sector is a direct consequence of the overall digitalization of the economy. Today's demand is anytime anywhere banking. This requires innovative, robust, secure, optimized and ready to meet the expectations of empowered and tech-savvy customers. As a result of...
Persistent link: https://www.econbiz.de/10012322030
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Predicting the failures of prediction markets : a procedure of decision making using classification models
Tai, Chung-Ching; Lin, Hung-Wen; Chie, Bin-Tzong; Tong, … - In: International journal of forecasting 35 (2019) 1, pp. 297-312
Persistent link: https://www.econbiz.de/10012300629
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Integrated early warning prediction model for Islamic banks : the Malaysian case
Othman, Jaizah; Asutay, Mehmet - In: Journal of banking regulation 19 (2018) 2, pp. 118-130
Persistent link: https://www.econbiz.de/10012010257
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Predicting US banks bankruptcy : logit versus canonical discriminant analysis
Affes, Zeineb; Hentati-Kaffel, Rania - In: Computational economics 54 (2019) 1, pp. 199-244
Persistent link: https://www.econbiz.de/10012134115
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Clustering eurozone cycles
Quah, Chee-Heong - In: Quality & Quantity: International Journal of Methodology 48 (2014) 6, pp. 3447-3462
Firstly, the study draws out symmetrical subsets of 27 member countries of the European Union (EU27) countries according to their extents of business cycle symmetry with the whole of EA12, quantified by correlations of cycles between the countries’ GDP components and the EA12s GDP. The...
Persistent link: https://www.econbiz.de/10010949445
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A comparison of simulated annealing algorithms for variable selection in principal component analysis and discriminant analysis
Brusco, Michael J. - In: Computational Statistics & Data Analysis 77 (2014) C, pp. 38-53
Variable selection is a venerable problem in multivariate statistics. Simulated annealing is one of a variety of metaheuristics that can be gainfully employed for variable selection; however, its effectiveness is influenced by algorithm design features such as the construction of the initial...
Persistent link: https://www.econbiz.de/10010871452