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A projection pursuit approach to variable selection

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  • Montanari, Angela
  • Lizzani, Laura

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  • Montanari, Angela & Lizzani, Laura, 2001. "A projection pursuit approach to variable selection," Computational Statistics & Data Analysis, Elsevier, vol. 35(4), pages 463-473, February.
    • Handle: RePEc:eee:csdana:v:35:y:2001:i:4:p:463-473
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    References listed on IDEAS

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    1. I. T. Jolliffe, 1972. "Discarding Variables in a Principal Component Analysis. I: Artificial Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 21(2), pages 160-173, June.
    2. Goffe, William L. & Ferrier, Gary D. & Rogers, John, 1994. "Global optimization of statistical functions with simulated annealing," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 65-99.
    3. I. T. Jolliffe, 1973. "Discarding Variables in a Principal Component Analysis. Ii: Real Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 22(1), pages 21-31, March.
    4. E. Fowlkes & R. Gnanadesikan & J. Kettenring, 1988. "Variable selection in clustering," Journal of Classification, Springer;The Classification Society, vol. 5(2), pages 205-228, September.
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    Cited by:

    1. Francesca Fortunato & Laura Anderlucci & Angela Montanari, 2020. "One‐class classification with application to forensic analysis," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(5), pages 1227-1249, November.
    2. Timothy I. Cannings & Richard J. Samworth, 2017. "Random-projection ensemble classification," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(4), pages 959-1035, September.
    3. Susan Brudvig & Michael J. Brusco & J. Dennis Cradit, 2019. "Joint selection of variables and clusters: recovering the underlying structure of marketing data," Journal of Marketing Analytics, Palgrave Macmillan, vol. 7(1), pages 1-12, March.
    4. Douglas Steinley & Michael Brusco, 2008. "Selection of Variables in Cluster Analysis: An Empirical Comparison of Eight Procedures," Psychometrika, Springer;The Psychometric Society, vol. 73(1), pages 125-144, March.

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