Information, data dimension and factor structure

DOI10.1016/J.JMVA.2011.11.003MaRDI QIDQ765833zbMATH OpenOpenAlexWikidataFDO

Authors Jan P. A. M. Jacobs, Pieter W. Otter, Ard H. J. den Reijer

Publication date 22 March 2012

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2011.11.003

zbMATH Keywords

informationdynamic factor modelsfactor structuredata set dimensionKullback-Leibler numbersleading index

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to economics (62P20) Information theory (general) (94A15)

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Cites work

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Cited in

(2)

• Non-parametric estimation of data dimensionality prior to data compression: the case of the human development index
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