Descriptive Analysis of Matrix-Valued Time-Series
AbstractIn this article we present a technique of data analysis applied to three-dimensional tables as, for instance, matrix-valued time-series. The main goal of the method is to describe the evolution of the statistical units with respect to time in a space summarizing the set of matrices. Moreover, our technique points out similar statistical units provided by a classification of their trajectories.
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Bibliographic InfoArticle provided by Publishing House "SINERGIA PRESS" in its journal Applied Econometrics.
Volume (Year): 8 (2007)
Issue (Month): 4 ()
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Web page: http://appliedeconometrics.cemi.rssi.ru/
matrix-valued time-series; data analysis; statistical units;
Find related papers by JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
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