Browsing by Author "Leznik, M."

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    • Estimating Invariant Principal Components Using Diagonal Regression 

      Leznik, M.; Tofallis, C. (University of Hertfordshire, 2005)
      In this work we apply the method of diagonal regression to derive an alternative version of Principal Component Analysis (PCA). Diagonal regression was introduced by Ragnar Frisch (the first economics Nobel laureate) in ...