A concentration study of principal components

Influence functions are commonly used as diagnostic tools in order to investigate sensitivity aspects in principal component analysis. This paper suggests a practical alternative for the eigenvalues by introducing a sensitivity measure derived from the classical Lorenz curve and associated Gini index. The results are illustrated by analysing an example.

MoreLess

Year of publication:	2005
Authors:	Benasseni, Jacques
Published in:	Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 32.2005, 9, p. 947-957
Publisher:	Taylor & Francis Journals
Subject:	Gini index of concentration \| influence function \| Lorenz curve \| principal component analysis \| sensitivity

More details

Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005639729