Search Results - subject:"robust principal component analysis"

Redundancy of centrality measures in financial market infrastructures

Martínez-Ventura, Constanza; Mariño-Martínez, Ricardo; … - In: Latin American journal of central banking : LAJCB 4 (2023) 4, pp. 1-16

. This document uses robust principal component analysis to evaluate a set of centrality measures calculated for the …

Persistent link: https://www.econbiz.de/10014496878

Robust Approach to Analysis of International Diversification Benefits between US, UK and Emerging Stock Markets

Yorulmaz, Ozlem - In: Business and Economics Research Journal 2 (2011) 4, pp. 89-89

investors of USA, UK and Turkey. Different from the previous studies, modified robust principal component analysis which …

Persistent link: https://www.econbiz.de/10010840080

Rainbow plots, Bagplots and Boxplots for Functional Data

Hyndman, Rob J.; Shang, Han Lin - Department of Econometrics and Business Statistics, … - 2008

We propose new tools for visualizing large numbers of functional data in the form of smooth curves or surfaces. The proposed tools include functional versions of the bagplot and boxplot, and make use of the first two robust principal component scores, Tukey's data depth and highest density...

Persistent link: https://www.econbiz.de/10005427617

The S-estimator of multivariate location and scatter in Stata

Verardi, Vincenzo; McCathie, Alice - In: Stata Journal 12 (2012) 2, pp. 299-307

Persistent link: https://www.econbiz.de/10011002410