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23 octobre 2019
- doi: 10.58079/ove1
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info:eu-repo/semantics/reference/issn/2262-6891
info:eu-repo/semantics/openAccess
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Arthur Charpentier, « Principal Component Analysis: A Generalized Gini Approach », Freakonometrics, ID : 10.58079/ove1
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With Stéphane Mussard and Téa Ouraga, we recently uploaded on arxiv a paper Principal Component Analysis: A Generalized Gini Approach, A principal component analysis based on the generalized Gini correlation index is provided. It is proven that the reduction dimensionality based on the generalized Gini correlation index, that relies on city-block distances, is robust to outliers. Some codes are also available on a dedicated github repo.