Search Results - subject:"maximin correlation"

Construction of an Index by Maximization of the Sum of its Absolute Correlation Coefficients with the Constituent Variables

Mishra, SK - Volkswirtschaftliche Fakultät, … - 2007

coefficients of the index with the constituent variables. We also suggest construction of an alternative index by maximin … correlation. Our experiments suggest that the indices so constructed are inclusive or egalitarian. They do not prefer the highly …

Persistent link: https://www.econbiz.de/10005789335

Construction of maximin and non-elitist composite indices - alternatives to elitist indices obtained by the principal components analysis

Mishra, SK - Volkswirtschaftliche Fakultät, … - 2007

On many occasions we need to construct an index that represents a number of variables. Cost of living index, general price index, human development index, index of level of development, etc are some of the examples that are constructed by a weighted (linear) aggregation of a host of variables....

Persistent link: https://www.econbiz.de/10005836523