Search Results - subject:"PRINCIPAL COMPONENT ANALYSIS"

Sources of Over-performance in Equity Markets: Mean Reversion, Common Trends and Herding

Alexander, Carol; Dimitriu, Anca - Henley Business School, University of Reading - 2003

principal component analysis. The portfolio is designed to replicate the first principal component of a group of stocks, instead …

Persistent link: https://www.econbiz.de/10005558330

Organizational competencies and innovation performances: the case of large firms in Belgium

Peeters, Carine; van Pottelsberghe de la Potterie, Bruno - Centre Emile Bernheim, Solvay Brussels School of … - 2003

Persistent link: https://www.econbiz.de/10005558905

A least squares approach to Principal Component Analysis for interval valued data

D'Urso, Pierpaolo; Giordani, Paolo - Dipartimento di Economia, Gestione, Società e … - 2003

Principal Component Analysis (PCA) is a well known technique the aim of which is to synthesize huge amounts of … with interval valued data is proposed. The method, called Midpoint Radius Principal Component Analysis (MR-PCA) recovers …

Persistent link: https://www.econbiz.de/10005178346

Weighted Majorization Algorithms for Weighted Least Squares Decomposition Models

Groenen, P.J.F.; Giaquinto, P.; Kiers, H.A.L. - Erasmus University Rotterdam, Econometric Institute - 2003

For many least-squares decomposition models efficient algorithms are well known. A more difficult problem arises in decomposition models where each residual is weighted by a nonnegative value. A special case is principal components analysis with missing data. Kiers (1997) discusses an algorithm...

Persistent link: https://www.econbiz.de/10008584814

Organizational Competencies and Innovation Performances: The Case of Large Firms in Belgium

Peeters, Carine; Pottelsberghe de la Potterie, Bruno van - Institute of Innovation Research, Hitotsubashi University - 2003

with the inovation process. For each broad competence a principal component analysis is run to illustrate whether the sub …

Persistent link: https://www.econbiz.de/10005450355

Performance of efficiency measurement models : a study of brand advertising efficiency in the German car industry

Büschken, Joachim - 2003

Persistent link: https://www.econbiz.de/10001740953

Banking market integration in the SADC countries: Evidence from interest rate analyses

Aziakpono M.J.; Kleimeier S.; Sander H. - 2011

Southern African Development Community (SADC). A Principal Component Analysis (PCA) of national retail interest rates indicates …

Persistent link: https://www.econbiz.de/10009480502

Urban‐rural interaction in China: historic scenario and assessment

Li, Yuheng - In: China Agricultural Economic Review 3 (2011) 3, pp. 335-349

‐rural interaction in four periods after 1949. Then, it uses principal component analysis (PCA) and assesses this interaction in the …

Persistent link: https://www.econbiz.de/10014689630

Insight into apartment attributes and location with factors and principal components

Bonnafous, Alain; Kryvobokov, Marko - In: International Journal of Housing Markets and Analysis 4 (2011) 2, pp. 155-171

component analysis (PCA) is used. The exploited regression methodologies are global and geographically weighted ordinary least … representation among measured variables, exploratory factor analysis is applied. For the second aim of data reduction, principal …

Persistent link: https://www.econbiz.de/10014777734

A new method to develop typical weather years in different climates for building energy use studies

Yang, Liu; Wan, Kevin K.W.; Li, Danny H.W.; Lam, Joseph C. - In: Energy 36 (2011) 10, pp. 6121-6129

Principal component analysis of 30-year long-term meteorological variables was conducted. Typical principal component …

Persistent link: https://www.econbiz.de/10010807550