What happens if in the principal component analysis the Pearsonian is replaced by the Brownian coefficient of correlation?

Sudhanshu Mishra ()

MPRA Paper from University Library of Munich, Germany

Abstract: The Brownian correlation has been recently introduced by Székely et al. (2007; 2009), which has an attractive property that when it is zero, it guarantees independence. This paper investigates into the effects and advantages, if any, of replacement of the Pearsonian coefficient of correlation (r) by the Brownian coefficient of correlation (say, ρ), other things remaining the same. Such a replacement and analysis of its effects have been made by the Host-Parasite Co-evolutionary algorithm of global optimization applied on six datasets.

Keywords: Brownian correlation; Principal Component Analysis; Global Optimization; Host-Parasite Co-evolutionary algorithm; Iris Flower Dataset; 1985 Auto Imports Database; Levy distribution; outliers (search for similar items in EconPapers)
JEL-codes: C13 C43 C45 C61 C63 C87 (search for similar items in EconPapers)
Date: 2014-06-29
New Economics Papers: this item is included in nep-cmp
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Citations: View citations in EconPapers (4)

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