Impact of factor rotation methods on simulation composite indicators

DOI10.3846/13926292.2011.602436MaRDI QIDQ3106798zbMATH OpenOpenAlexFDO

Authors Jurga Rukšėnaitė

Publication date 29 December 2011

Published in Mathematical Modelling and Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3846/13926292.2011.602436

zbMATH Keywords

GDPweighting algorithm

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

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Cited in

(1)

• Prediction of composite indicators using locally weighted quantile regression

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