An empirical comparison of two approaches for CDPCA in high-dimensional data |
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Authors: | Freitas Adelaide Macedo Eloísa Vichi Maurizio |
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Affiliation: | 1.Department of Mathematics, University of Aveiro, 3810-193, Aveiro, Portugal ;2.CIDMA—Center for Research and Development in Mathematics and Applications, University of Aveiro, 3810-193, Aveiro, Portugal ;3.TEMA—Center for Mechanical Technology and Automation, University of Aveiro, 3810-193, Aveiro, Portugal ;4.Department of Statistical Sciences, University “La Sapienza”, P.le A. Moro 5, 00185, Rome, Italy ; |
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Abstract: | Statistical Methods & Applications - Modified principal component analysis techniques, specially those yielding sparse solutions, are attractive due to its usefulness for interpretation... |
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