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Transition on plan for the redesign of the Dutch Labour Force survey

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A nonlinear principal component decomposition

Gunsilius, Florian; Schennach, Susanne M. - 2017 - This version: March 27, 2017

The aim of this paper is to introduce a practical nonlinear generalization of PCA that captures nonlinear forms of dependence and delivers truly independent factors. The output of the method is a low-dimensional curvilinear coordinate system that tracks the important features of the data. The...

Persistent link: https://www.econbiz.de/10011627143