A projection pursuit approach to variable selection
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- I. T. Jolliffe, 1973. "Discarding Variables in a Principal Component Analysis. Ii: Real Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 22(1), pages 21-31, March.
- Goffe, William L. & Ferrier, Gary D. & Rogers, John, 1994. "Global optimization of statistical functions with simulated annealing," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 65-99.
- E. Fowlkes & R. Gnanadesikan & J. Kettenring, 1988. "Variable selection in clustering," Journal of Classification, Springer;The Classification Society, vol. 5(2), pages 205-228, September.
- I. T. Jolliffe, 1972. "Discarding Variables in a Principal Component Analysis. I: Artificial Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 21(2), pages 160-173, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Francesca Fortunato & Laura Anderlucci & Angela Montanari, 2020. "One‐class classification with application to forensic analysis," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(5), pages 1227-1249, November.
- Timothy I. Cannings & Richard J. Samworth, 2017. "Random-projection ensemble classification," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(4), pages 959-1035, September.
- Susan Brudvig & Michael J. Brusco & J. Dennis Cradit, 2019. "Joint selection of variables and clusters: recovering the underlying structure of marketing data," Journal of Marketing Analytics, Palgrave Macmillan, vol. 7(1), pages 1-12, March.
- Douglas Steinley & Michael Brusco, 2008. "Selection of Variables in Cluster Analysis: An Empirical Comparison of Eight Procedures," Psychometrika, Springer;The Psychometric Society, vol. 73(1), pages 125-144, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Pacheco, Joaquín & Casado, Silvia & Porras, Santiago, 2013. "Exact methods for variable selection in principal component analysis: Guide functions and pre-selection," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 95-111.
- Martínez-Ventura, Constanza & Mariño-Martínez, Ricardo & Miguélez-Márquez, Javier, 2023.
"Redundancy of Centrality Measures in Financial Market Infrastructures,"
Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(4).
- Constanza Martínez-Ventura & Ricardo Mariño-Martínez & Javier Miguélez-Márquez, 2022. "Redundancy of Centrality Measures in Financial Market Infrastructures," Borradores de Economia 1206, Banco de la Republica de Colombia.
- Douglas Steinley & Michael Brusco, 2008. "Selection of Variables in Cluster Analysis: An Empirical Comparison of Eight Procedures," Psychometrika, Springer;The Psychometric Society, vol. 73(1), pages 125-144, March.
- Bauer, Jan O. & Drabant, Bernhard, 2021. "Principal loading analysis," Journal of Multivariate Analysis, Elsevier, vol. 184(C).
- Cumming, J.A. & Wooff, D.A., 2007. "Dimension reduction via principal variables," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 550-565, September.
- Diego Bernardo Avanzini, 2009. "Designing Composite Entrepreneurship Indicators: An Application Using Consensus PCA," WIDER Working Paper Series RP2009-41, World Institute for Development Economic Research (UNU-WIDER).
- Brint, Andrew & Genovese, Andrea & Piccolo, Carmela & Taboada-Perez, Gerardo J., 2021. "Reducing data requirements when selecting key performance indicators for supply chain management: The case of a multinational automotive component manufacturer," International Journal of Production Economics, Elsevier, vol. 233(C).
- Brusco, Michael J., 2014. "A comparison of simulated annealing algorithms for variable selection in principal component analysis and discriminant analysis," Computational Statistics & Data Analysis, Elsevier, vol. 77(C), pages 38-53.
- Jolliffe, Ian, 2022. "A 50-year personal journey through time with principal component analysis," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
- António Pedro Duarte Silva, 2002. "Discarding Variables in a Principal Component Analysis: Algorithms for All-Subsets Comparisons," Computational Statistics, Springer, vol. 17(2), pages 251-271, July.
- Michael Brusco & Renu Singh & Douglas Steinley, 2009. "Variable Neighborhood Search Heuristics for Selecting a Subset of Variables in Principal Component Analysis," Psychometrika, Springer;The Psychometric Society, vol. 74(4), pages 705-726, December.
- Tomson Ogwang & Abdella Abdou, 2003. "The Choice of Principal Variables for Computing some Measures of Human Well-being," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 64(1), pages 139-152, October.
- Thomas Baudin & Robert Stelter, 2022.
"The rural exodus and the rise of Europe,"
Journal of Economic Growth, Springer, vol. 27(3), pages 365-414, September.
- Thomas Baudin & Robert Stelter, 2019. "The rural exodus and the rise of Europe," Working Papers 2019-ECO-01, IESEG School of Management.
- Thomas Baudin & Robert Stelter, 2022. "The rural exodus and the rise of Europe," Post-Print hal-03699433, HAL.
- Thomas Baudin & Robert Stelter, 2019. "The rural exodus and the rise of Europe," MPIDR Working Papers WP-2019-005, Max Planck Institute for Demographic Research, Rostock, Germany.
- Thomas BAUDIN & Robert STELTER, 2022. "The rural exodus and the rise of Europe," Working Papers 2022-iFlame-01, IESEG School of Management.
- Luca Benati & Paolo Surico, 2009.
"VAR Analysis and the Great Moderation,"
American Economic Review, American Economic Association, vol. 99(4), pages 1636-1652, September.
- Benati, Luca & Surico, Paolo, 2008. "VAR analysis and the Great Moderation," Working Paper Series 866, European Central Bank.
- Asgharian, Hossein & Hess, Wolfgang & Liu, Lu, 2013.
"A spatial analysis of international stock market linkages,"
Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4738-4754.
- Asgharian, Hossein & Hess, Wolfgang & Liu, Lu, 2013. "A spatial analysis of international stock market linkages," Knut Wicksell Working Paper Series 2013/3, Lund University, Knut Wicksell Centre for Financial Studies.
- Luca Benati & Paolo Surico, 2008.
"Evolving U.S. Monetary Policy and The Decline of Inflation Predictability,"
Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 634-646, 04-05.
- Surico, Paolo & Benati, Luca, 2007. "Evolving U.S. monetary policy and the decline of inflation predictability," Working Paper Series 824, European Central Bank.
- Hertrich Markus, 2019.
"A Novel Housing Price Misalignment Indicator for Germany,"
German Economic Review, De Gruyter, vol. 20(4), pages 759-794, December.
- Markus Hertrich, 2019. "A Novel Housing Price Misalignment Indicator for Germany," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 759-794, November.
- Hertrich, Markus, 2019. "A novel housing price misalignment indicator for Germany," Discussion Papers 31/2019, Deutsche Bundesbank.
- Giuseppe RICCIARDO LAMONICA, 2002. "La funzionalita' nelle zone omogenee delle Marche," Working Papers 165, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- John M. Abowd & Francis Kramarz & Sébastien Pérez-Duarte & Ian M. Schmutte, 2018.
"Sorting Between and Within Industries: A Testable Model of Assortative Matching,"
Annals of Economics and Statistics, GENES, issue 129, pages 1-32.
- John M. Abowd & Francis Kramarz & Sébastien Pérez-Duarte & Ian M. Schmutte, 2014. "Sorting Between and Within Industries: A Testable Model of Assortative Matching," NBER Working Papers 20472, National Bureau of Economic Research, Inc.
- John M. Abowd & Francis Kramarz & Sebastien Perez-Duarte & Ian M. Schmutte, 2017. "Sorting Between and Within Industries: A Testable Model of Assortative Matching," Working Papers 17-43, Center for Economic Studies, U.S. Census Bureau.
- Kramarz, Francis & Abowd, John M & Perez-Duarte, Sebastien & Schmutte, Ian, 2014. "Sorting Between and Within Industries: A Testable Model of Assortative Matching," CEPR Discussion Papers 10130, C.E.P.R. Discussion Papers.
- Abowd, John M. & Kramarz, Francis & Pérez-Duarte, Sébastien & Schmutte, Ian M., 2014. "Sorting Between and Within Industries: A Testable Model of Assortative Matching," IZA Discussion Papers 8439, Institute of Labor Economics (IZA).
- Jason Matthew DeBacker, 2015.
"Flip‐Flopping: Ideological Adjustment Costs In The United States Senate,"
Economic Inquiry, Western Economic Association International, vol. 53(1), pages 108-128, January.
- DeBacker, Jason, 2008. "Flip-Flopping: Ideological Adjustment Costs in the United States Senate," MPRA Paper 8735, University Library of Munich, Germany.
- Jason M. DeBacker, 2014. "Flip-Flopping: Ideological Adjustment Costs in the United States Senate," Working Papers 201403, Middle Tennessee State University, Department of Economics and Finance.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:35:y:2001:i:4:p:463-473. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.