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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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Direct variable selection for discrimination among several groups
Nkiet, Guy Martial - In: Journal of Multivariate Analysis 105 (2012) 1, pp. 151-163
We propose a criterion for variable selection in discriminant analysis. This criterion permits to arrange the variables in decreasing order of adequacy for discrimination, so that the variable selection problem reduces to that of the estimation of suitable permutation and dimensionality. Then,...
Persistent link: https://www.econbiz.de/10010572276
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MULTIVARIATE METHODS IN ASSESSING THE ACCURACY OF PREDICTION MARKETS EX ANTE BASED ON OHE HIGHEST-PRICE CRITERION
Lin, Hung-Wen; Tung, Chen-yuan; Yeh, Jason - In: Journal of Prediction Markets 7 (2013) 3, pp. 29-44
This study successfully establishes the principal component analysis with discriminant analysis (PCA-DA) model to assess the accuracy of contracts in the prediction markets ex ante based on the highest-price criterion. Trained by the xFuture data (7,274 contracts of future events) from...
Persistent link: https://www.econbiz.de/10010798249
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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
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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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Contribution biplots
Greenacre, Michael - Department of Economics and Business, Universitat … - 2009
In order to interpret the biplot it is necessary to know which points – usually variables – are the ones that are important contributors to the solution, and this information is available separately as part of the biplot’s numerical results. We propose a new scaling of the display, called...
Persistent link: https://www.econbiz.de/10005002836
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Employment rate prognosis on the basis of the development environment trend displayed by years-clusters
Jaba, Elisabeta; Balan, Christiana; Roman, Monica; … - Volkswirtschaftliche Fakultät, … - 2008
The authors analyze the dynamics of the employment rate in Romania and propose a forecast model for it. In the paper we start with the hypothesis that the dynamics of the employment rate has a specific trend displayed by years-clusters differentiated on the value and the sign of the dynamics...
Persistent link: https://www.econbiz.de/10008560079
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PREDICTION OF FINANCIAL DISTRESS BY MULTIVARIATE STATISTICAL ANALYSIS: THE CASE OF FIRMS TAKEN INTO THE SURVEILLANCE MARKET IN THE ISTANBUL STOCK EXCHANGE
CANBAŞ, SERPIL; ÖNAL, YILDIRIM B.; DÜZAKIN, HATICE G.; … - In: International Journal of Theoretical and Applied … 09 (2006) 01, pp. 133-150
The purpose of this paper is to investigate whether or not firms that are taken into the surveillance market in Istanbul Stock Exchange are experiencing financial distress. The surveillance firms present irregular behaviors and have difficulty complying with current regulation. It can be...
Persistent link: https://www.econbiz.de/10005060235
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Numerische Taxonomie
Opitz, Otto - 1980
Persistent link: https://www.econbiz.de/10000090093