General Component Analysis (GCA): A new approach to identify Chinese corporate bond market structures

PCA has been widely used in many fields to detect dominant principle components, but it ignores the information embedded in the remaining components. As a supplement to PCA, we propose the General Component Analysis (GCA). The inverse participation ratios (IPRs) are used to identify the global compo...

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Detalles Bibliográficos
Autores principales: Wang, Lei, Yan, Yan, Li, Xiaoteng, Chen, Xiaosong
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2018
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6037351/
https://www.ncbi.nlm.nih.gov/pubmed/29985918
http://dx.doi.org/10.1371/journal.pone.0199500

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6037351/
https://www.ncbi.nlm.nih.gov/pubmed/29985918
http://dx.doi.org/10.1371/journal.pone.0199500

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