Asymptotic properties of correlation-based principal component analysis
Jungjun Choi, Xiye Yang
| Year of publication: |
2022
|
|---|---|
| Authors: | Choi, Jungjun ; Yang, Xiye |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 229.2022, 1, p. 1-18
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| Subject: | Correlation matrix | Eigenvalue | Eigenvector | High frequency | Principal component | Standardized data | Korrelation | Correlation | Hauptkomponentenanalyse | Principal component analysis | Multivariate Analyse | Multivariate analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.08.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013441823