Robust vs. classical principal component analysis in the presence of outliers

Applied Economics Letters

Volumn 17, Issue 6, 2010, Pages 519-523

  Sapra, Sunil K ^a  

^a CALIFORNIA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHM; COMPUTER SIMULATION; DATA SET; FINANCIAL SYSTEM; MULTIVARIATE ANALYSIS; NUMERICAL MODEL; OUTLIER; PRINCIPAL COMPONENT ANALYSIS;

EID: 77951062529     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504850802046989     Document Type: Article

References (9)

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9. Tsay, R. (2005) Analysis ofFinancial Time Series, Wiley, New York.