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Persistent link: https://www.econbiz.de/10005334860
Projection pursuit indices are intended to give 'interesting' one- or two-dimensional projections of data points in higher-dimensional spaces. This paper compares the performance of seven such indices. They are all minimum for a normal distribution, and are standardized to be zero for that case....
Persistent link: https://www.econbiz.de/10005319907