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Asal Bilesenler Analizine Bootstrap Yaklasimi

Author

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  • Aylin Aktükün

    (Istanbul University)

Abstract

In this paper, we apply bootstrap methods to principal components. We use a set of hypothetical data to illustrate how the bootstrap methods can be employed in constructing confidence intervals dealing with the principal components analysis. We write a Mathematica program to handle the all process.

Suggested Citation

  • Aylin Aktükün, 2005. "Asal Bilesenler Analizine Bootstrap Yaklasimi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 1(1), pages 1-10, May.
    • Handle: RePEc:ist:ancoec:v:1:y:2005:i:1:p:1-10
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    File URL: http://eidergisi.istanbul.edu.tr/sayi1/iueis1m1.pdf
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    More about this item

    Keywords

    Principle components analysis; Bootstrap; Bootstrap quantiles; Bootstrap; Confidence Intervals; Mathematica.;
    All these keywords.

    JEL classification:

    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General

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