Search Results - subject:"PRINCIPAL COMPONENT ANALYSIS"

Interest rate liberalisation and economic growth in Nigeria: evidence based on the ARDL-bounds testing approach

Owusu, Erasmus L.; Odhiambo, Nicholas M. - In: International Journal of Sustainable Economy 6 (2014) 2, pp. 130-141

, which is represented by an index calculated using principal component analysis (PCA). The empirical findings of this paper …

Persistent link: https://www.econbiz.de/10010760030

Effect of Ageing of Pipe and Lining Materials on Elemental Composition of Suspended Particles in a Water Distribution System

Fujita, Masafumi; Ishiwatari, Yoshiyuki; Mishima, Iori; … - In: Water Resources Management 28 (2014) 6, pp. 1645-1653

origins are considered to be different. The results of Principal Component Analysis (PCA) and cluster analysis revealed that …

Persistent link: https://www.econbiz.de/10010794392

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

. The versions were then compared within the contexts of principal component analysis and discriminant analysis. The results …

Persistent link: https://www.econbiz.de/10010871452

ON DYNAMIC FORWARD RATE MODELING AND PRINCIPAL COMPONENT ANALYSIS

BERMIN, HANS-PETER - In: International Journal of Theoretical and Applied … 17 (2014) 05, pp. 1450029-1

In this paper, we show how to construct dynamic forward rate models in terms of exogenously specified eigenfunctions (or factor loadings). We also show how to link forward rate models with different number of driving Brownian motions to each other in a way consistent with the implied...

Persistent link: https://www.econbiz.de/10010883208

Evaluating two model reduction approaches for large scale hedonic models sensitive to omitted variables and multicollinearity

Panduro, Toke; Thorsen, Bo - In: Letters in Spatial and Resource Sciences 7 (2014) 2, pp. 85-102

. The first relies on a principal component analysis (PCA) used to construct new orthogonal variables, which are applied in …

Persistent link: https://www.econbiz.de/10010846113

Efficient algorithms for robust and stable principal component pursuit problems

Aybat, Necdet; Goldfarb, Donald; Ma, Shiqian - In: Computational Optimization and Applications 58 (2014) 1, pp. 1-29

the robust principal component analysis (RPCA) and has many applications in computer vision, image processing and web data …

Persistent link: https://www.econbiz.de/10010847445

Spatial Pattern of Urban Livability in Himalayan Region: A Case of Aizawl City, India

Saitluanga, Benjamin - In: Social Indicators Research 117 (2014) 2, pp. 541-559

Cities are increasingly expected to provide impetus to the growth and development of their surrounding areas as well as to compete for economic activity with other cities. However, cities in developing countries are characterised by spatial differentiation and segregation due to widening...

Persistent link: https://www.econbiz.de/10010848576

Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay

McAleer, Michael - Department of Economics and Finance, College of … - 2014

This note discusses some aspects of the paper by Hu and Tsay (2014), “Principal Volatility Component Analysis”. The key issues are considered, and are also related to existing conditional covariance and correlation models. Some caveats are given about multivariate models of time-varying...

Persistent link: https://www.econbiz.de/10010907420

Which Dimensions of Social Responsibility Concern Financial Investors?

Girerd-Potin, Isabelle; Jimenez-Garcès, Sonia; Louvet, … - In: Journal of Business Ethics 121 (2014) 4, pp. 559-576

component analysis and we highlight three main independent SR dimensions related to (1) business stakeholders (employees … (Environment, Social, and Governance). Using the six sub-ratings provided by the Vigeo rating agency, we perform a principal …

Persistent link: https://www.econbiz.de/10010989837

Western Financial Agents and Islamic Ethics

Fang, Eddy; Foucart, Renaud - In: Journal of Business Ethics 123 (2014) 3, pp. 475-491

survey, we carry out a principal component analysis (PCA) to characterize the main dimensions on which financial agents …

Persistent link: https://www.econbiz.de/10010990068