Directed principal component analysis (Q2931712)
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scientific article; zbMATH DE number 6374334
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Directed principal component analysis |
scientific article; zbMATH DE number 6374334 |
Statements
Directed Principal Component Analysis (English)
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26 November 2014
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principal component analysis
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covariance matrix estimation
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high-dimensional data
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portfolio management
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convex optimization
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decision analysis
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stochastic programming
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0.7648967504501343
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0.7633636593818665
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0.7615463733673096
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0.7535625100135803
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0.7506147027015686
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