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Estimating Invariant Principal Components Using Diagonal Regression
M. Leznik,
C. Tofallis
Hertfordshire Business School
Statistical Services Consulting Unit
Research output
:
Working paper
259
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Dive into the research topics of 'Estimating Invariant Principal Components Using Diagonal Regression'. Together they form a unique fingerprint.
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Mathematics
Correlation Matrix
25%
Correlation Structure
50%
Desirable Property
25%
Diagonal
100%
Numerical Example
25%
Principal Component Analysis
100%
Principal Components
100%
Variance
25%
Keyphrases
Correlation Matrix
25%
Correlation Structure
50%
Eigenanalysis
25%
Measurement Units
25%
Nobel Laureates
25%
Numerical Examples
25%
Principal Coordinate Analysis (PCoA)
100%
Ragnar Frisch
25%
Scale Invariant
25%
Statistical Variables
25%
Variance Structure
25%
Economics, Econometrics and Finance
Principal Components
100%