Decomposition of Data Matrices by Factors

Wolfgang Härdle () and Leopold Simar
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Wolfgang Härdle: Humboldt-Universität zu Berlin, CASE — Center for Applied Statistics and Economics, Institut für Statistik und Ökonometrie

Chapter 8 in Applied Multivariate Statistical Analysis, 2003, pp 219-232 from Springer

Abstract: Abstract In Chapter 1 basic descriptive techniques we developed which provided tools for “looking” at multivariate data. They were based on adaptations of bivariate or univariate devices used to reduce the dimensions of the observations. In the following three chapters, issues of reducing the dimension of a multivariate data set will be discussed. The perspectives will be different but the tools will be related.

Keywords: Point Cloud; Data Matrix; Large Eigenvalue; Data Matrice; Factor Direction (search for similar items in EconPapers)
Date: 2003
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Chapter: Decomposition of Data Matrices by Factors (2024)
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Chapter: Decomposition of Data Matrices by Factors (2015)
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DOI: 10.1007/978-3-662-05802-2_8

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