Interpretability of composite indicators based on principal components

DOI10.1155/2022/4155384OpenAlexW4297962121MaRDI QIDQ2095785

Rebecca Pietrelli, Hong Anh Luu, Marco D'errico, Leopoldo Catania

Publication date: 15 November 2022

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2022/4155384

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Multivariate analysis (62Hxx) Probabilistic methods, stochastic differential equations (65Cxx)

Uses Software

• Rsolnp

Cites Work

• A penalized maximum likelihood approach to sparse factor analysis
• PCA and SVD with nonnegative loadings
• Principal component analysis.
• Robust factor analysis.
• Coefficient alpha and the internal structure of tests
• A Generalized Least-Square Matrix Decomposition

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