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22 février 2021
- doi: 10.58079/ovhr
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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/ovhr
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Our paper, with Stéphane Mussard and Téa Ouraga, entitle Principal Component Analysis: A Generalized Gini Approach is finally out in the European Journal of Operations Research. A principal component analysis based on the generalized Gini correlation index is proposed (Gini PCA). The Gini PCA generalizes the standard PCA based on the variance. It is shown, in the Gaussian case, that the standard PCA is equivalent to the Gini PCA. It is also proven that the dimensionality reduction based on t...