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Principal component analysis

Abstract Principal component analysis (PCA) is a multivariate technique that analyzes a data table in which observations are described by several inter‐correlated quantitative d...

2010 Wiley Interdisciplinary Reviews Compu... 9554 citations

The Quarterly Journal of Economics

I. Formulation of the question. A brief historical survey, 381. — II. Recent discussion in Germany: Lederer, Loewe, Carrel, 386. — III. In what sense the equilibrium theory is v...

2024 7246 citations