Principal loading analysis
Author
Abstract
Suggested Citation
DOI: 10.1016/j.jmva.2021.104754
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
- Kollo, T. & Neudecker, H., 1993. "Asymptotics of Eigenvalues and Unit-Length Eigenvectors of Sample Variance and Correlation Matrices," Journal of Multivariate Analysis, Elsevier, vol. 47(2), pages 283-300, November.
- Peres-Neto, Pedro R. & Jackson, Donald A. & Somers, Keith M., 2005. "How many principal components? stopping rules for determining the number of non-trivial axes revisited," Computational Statistics & Data Analysis, Elsevier, vol. 49(4), pages 974-997, June.
- 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.
- Li, Baibing & Martin, Elaine B. & Morris, A. Julian, 2002. "On principal component analysis in L1," Computational Statistics & Data Analysis, Elsevier, vol. 40(3), pages 471-474, September.
- Dauxois, J. & Pousse, A. & Romain, Y., 1982. "Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference," Journal of Multivariate Analysis, Elsevier, vol. 12(1), pages 136-154, March.
- E. R. Mansfield & J. T. Webster & R. F. Gunst, 1977. "An Analytic Variable Selection Technique for Principal Component Regression," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 26(1), pages 34-40, March.
- 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.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- J. O. Bauer & B. Drabant, 2021. "Regression based thresholds in principal loading analysis," Papers 2103.06691, arXiv.org, revised Mar 2022.
- Bauer, Jan O. & Drabant, Bernhard, 2023. "Regression based thresholds in principal loading analysis," Journal of Multivariate Analysis, Elsevier, vol. 193(C).
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.- Cumming, J.A. & Wooff, D.A., 2007. "Dimension reduction via principal variables," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 550-565, September.
- Jolliffe, Ian, 2022. "A 50-year personal journey through time with principal component analysis," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
- 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.
- Psaradakis, Zacharias & Vávra, Marián, 2014.
"On testing for nonlinearity in multivariate time series,"
Economics Letters, Elsevier, vol. 125(1), pages 1-4.
- Marian Vavra, 2013. "Testing for non-linearity in multivariate stochastic processes," Working and Discussion Papers WP 2/2013, Research Department, National Bank of Slovakia.
- Bauer, Jan O. & Drabant, Bernhard, 2023. "Regression based thresholds in principal loading analysis," Journal of Multivariate Analysis, Elsevier, vol. 193(C).
- 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.
- 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.
- 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.
- Sergio Camiz & Valério D. Pillar, 2018. "Identifying the Informational/Signal Dimension in Principal Component Analysis," Mathematics, MDPI, vol. 6(11), pages 1-16, November.
- Leise Kelli de Oliveira & Carla de Oliveira Leite Nascimento & Paulo Renato de Sousa & Paulo Tarso Vilela de Resende & Francisco Gildemir Ferreira da Silva, 2019. "Transport Service Provider Perception of Barriers and Urban Freight Policies in Brazil," Sustainability, MDPI, vol. 11(24), pages 1-17, December.
- Qingyong Wang & Hong-Ning Dai & Hao Wang, 2017. "A Smart MCDM Framework to Evaluate the Impact of Air Pollution on City Sustainability: A Case Study from China," Sustainability, MDPI, vol. 9(6), pages 1-17, May.
- Aaron Fisher & Brian Caffo & Brian Schwartz & Vadim Zipunnikov, 2016. "Fast, Exact Bootstrap Principal Component Analysis for > 1 Million," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(514), pages 846-860, April.
- 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).
- 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.
- Hyndman, Rob J. & Shahid Ullah, Md., 2007.
"Robust forecasting of mortality and fertility rates: A functional data approach,"
Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 4942-4956, June.
- Rob J. Hyndman & Md. Shahid Ullah, 2005. "Robust forecasting of mortality and fertility rates: a functional data approach," Monash Econometrics and Business Statistics Working Papers 2/05, Monash University, Department of Econometrics and Business Statistics.
- Marco Carrer & Renzo Motta & Paola Nola, 2012. "Significant Mean and Extreme Climate Sensitivity of Norway Spruce and Silver Fir at Mid-Elevation Mesic Sites in the Alps," PLOS ONE, Public Library of Science, vol. 7(11), pages 1-9, November.
- Kelly P. Murillo & Eugenio M. Rocha, 2020. "Factors Influencing the Economic Behavior of the Food, Beverages and Tobacco Industry: A Case Study for Portuguese Enterprises," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 6(2), pages 99-121, December.
- Doyo Enki & Nickolay Trendafilov, 2012. "Sparse principal components by semi-partition clustering," Computational Statistics, Springer, vol. 27(4), pages 605-626, December.
- Lamboni, Matieyendou & Monod, Hervé & Makowski, David, 2011. "Multivariate sensitivity analysis to measure global contribution of input factors in dynamic models," Reliability Engineering and System Safety, Elsevier, vol. 96(4), pages 450-459.
- Joy R. Petway & Yu-Pin Lin & Rainer F. Wunderlich, 2019. "Analyzing Opinions on Sustainable Agriculture: Toward Increasing Farmer Knowledge of Organic Practices in Taiwan-Yuanli Township," Sustainability, MDPI, vol. 11(14), pages 1-27, July.
More about this item
Keywords
Component loading; Dimensionality reduction; Matrix perturbation theory; Principal component analysis;All these keywords.
Statistics
Access and download statisticsCorrections
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:jmvana:v:184:y:2021:i:c:s0047259x21000324. 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/wps/find/journaldescription.cws_home/622892/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.