Principal Component Analysis: A Generalized Gini Approach
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Charpentier, Arthur & Mussard, Stéphane & Ouraga, Téa, 2021. "Principal component analysis: A generalized Gini approach," European Journal of Operational Research, Elsevier, vol. 294(1), pages 236-249.
- Arthur Charpentier & Stéphane Mussard & Tea Ouraga, 2019. "Principal Component Analysis : A Generalized Gini Approach," Working Papers hal-02340386, HAL.
- Arthur Charpentier & Stéphane Mussard & Tea Ouraga, 2019. "Principal Component Analysis: A Generalized Gini Approach," Working Papers hal-02327521, HAL.
References listed on IDEAS
- Giovanni Giorgi, 2013. "Back to the future: some considerations on Shlomo Yitzhaki and Edna Schechtman’s book “The Gini Methodology: A Primer on a Statistical Methodology”," METRON, Springer;Sapienza Università di Roma, vol. 71(2), pages 189-195, September.
- Yaari, Menahem E, 1987. "The Dual Theory of Choice under Risk," Econometrica, Econometric Society, vol. 55(1), pages 95-115, January.
- Thibault Gajdos & John Weymark, 2005.
"Multidimensional generalized Gini indices,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 26(3), pages 471-496, October.
- Thibault Gadjos & John A, Weymark, 2003. "Multidimensional Generalized Gini Indices," Working Papers 2003-16, Center for Research in Economics and Statistics.
- Thibault Gajdos Preuss & John A. Weymark, 2005. "Multidimensional Generalized Gini Indices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00085881, HAL.
- Thibault Gajdos Preuss & John A. Weymark, 2005. "Multidimensional Generalized Gini Indices," Post-Print halshs-00085881, HAL.
- Thibault Gajdos & John A. Weymark, 2003. "Multidimensional generalized Gini indices," ICER Working Papers - Applied Mathematics Series 16-2003, ICER - International Centre for Economic Research.
- Thibault Gajdos & John A. Weymark, 2003. "Multidimensional Generalized Gini Indices," Vanderbilt University Department of Economics Working Papers 0311, Vanderbilt University Department of Economics, revised Jul 2003.
- Brooks, J.P. & Dulá, J.H. & Boone, E.L., 2013. "A pure L1-norm principal component analysis," Computational Statistics & Data Analysis, Elsevier, vol. 61(C), pages 83-98.
- Yitzhaki, Shlomo, 1991. "Calculating Jackknife Variance Estimators for Parameters of the Gini Method," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(2), pages 235-239, April.
- Marcel Carcea & Robert Serfling, 2015. "A Gini Autocovariance Function for Time Series Modelling," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(6), pages 817-838, November.
- Korhonen, Pekka & Siljamaki, Aapo, 1998.
"Ordinal principal component analysis theory and an application,"
Computational Statistics & Data Analysis, Elsevier, vol. 26(4), pages 411-424, February.
- Shlomo Yitzhaki, 2003. "Gini’s Mean difference: a superior measure of variability for non-normal distributions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 285-316.
- Carl Eckart & Gale Young, 1936. "The approximation of one matrix by another of lower rank," Psychometrika, Springer;The Psychometric Society, vol. 1(3), pages 211-218, September.
- Hofert, Marius, 2011. "Efficiently sampling nested Archimedean copulas," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 57-70, January.
- Charpentier, Arthur & Segers, Johan, 2009. "Tails of multivariate Archimedean copulas," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1521-1537, August.
- Arthur Charpentier & Johan Segers, 2008. "Tails of multivariate archimedean copulas," Post-Print halshs-00325984, HAL.
- Banerjee, Asis Kumar, 2010. "A multidimensional Gini index," Mathematical Social Sciences, Elsevier, vol. 60(2), pages 87-93, September.
- Furman, Edward & Zitikis, Ričardas, 2017. "Beyond The Pearson Correlation: Heavy-Tailed Risks, Weighted Gini Correlations, And A Gini-Type Weighted Insurance Pricing Model," ASTIN Bulletin, Cambridge University Press, vol. 47(3), pages 919-942, September.
- Koen Decancq & María Ana Lugo, 2013. "Weights in Multidimensional Indices of Wellbeing: An Overview," Econometric Reviews, Taylor & Francis Journals, vol. 32(1), pages 7-34, January.
- Koen DECANCQ & María Ana LUGO, 2010. "Weights in multidimensional indices of well-being: an overview," Working Papers of Department of Economics, Leuven ces10.06, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- DECANCQ, Koen & LUGO, Maria Ana, 2013. "Weights in multidimensional indices of wellbeing: an overview," LIDAM Reprints CORE 2493, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- E. Schechtman & S. Yitzhaki, 2003. "A Family of Correlation Coefficients Based on the Extended Gini Index," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 1(2), pages 129-146, August.
- Shelef, Amit, 2016. "A Gini-based unit root test," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 763-772.
- Laurini, Márcio Poletti & Ohashi, Alberto, 2015. "A noisy principal component analysis for forward rate curves," European Journal of Operational Research, Elsevier, vol. 246(1), pages 140-153.
- Marcio Laurini & Alberto Ohashi, 2014. "A Noisy Principal Component Analysis for Forward Rate Curves," Papers 1408.6279, arXiv.org.
- Yaari, Menahem E., 1988. "A controversial proposal concerning inequality measurement," Journal of Economic Theory, Elsevier, vol. 44(2), pages 381-397, April. Full references (including those not matched with items on IDEAS)
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:- Charles Condevaux & Stéphane Mussard & Téa Ouraga & Guillaume Zambrano, 2020. "Generalized Gini linear and quadratic discriminant analyses," METRON, Springer;Sapienza Università di Roma, vol. 78(2), pages 219-236, August.
- Vasile Preda & Luigi-Ionut Catana, 2021. "Tsallis Log-Scale-Location Models. Moments, Gini Index and Some Stochastic Orders," Mathematics, MDPI, vol. 9(11), pages 1-22, May.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Charles Condevaux & Stéphane Mussard & Téa Ouraga & Guillaume Zambrano, 2020. "Generalized Gini linear and quadratic discriminant analyses," METRON, Springer;Sapienza Università di Roma, vol. 78(2), pages 219-236, August.
- Sudheesh K. Kattumannil & N. Sreelakshmi & N. Balakrishnan, 2022. "Non-Parametric Inference for Gini Covariance and its Variants," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 790-807, August.
- Koen Decancq & María Ana Lugo, 2009.
"Measuring inequality of well-being with a correlation-sensitive multidimensional Gini index,"
Working Papers
124, ECINEQ, Society for the Study of Economic Inequality.
- Maria Ana Lugo & Koen Decancq, 2009. "Measuring Inequality of Well-Being with a Correlation-Sensitive Multidimensional Gini Index," Economics Series Working Papers 459, University of Oxford, Department of Economics.
- Elisa Pagani, 2015. "Certainty Equivalent: Many Meanings of a Mean," Working Papers 24/2015, University of Verona, Department of Economics.
- Philipp Poppitz, 2019. "Multidimensional Inequality and Divergence: The Eurozone Crisis in Retrospect," Working Papers V-420-19, University of Oldenburg, Department of Economics, revised Feb 2019.
- Asis Banerjee, 2014.
"A multidimensional Lorenz dominance relation: some corrections,"
Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 43(4), pages 981-982, December.
- Asis Banerjee, 2014. "A multidimensional Lorenz dominance relation," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 42(1), pages 171-191, January.
- Francesca Greselin & Ričardas Zitikis, 2018. "From the Classical Gini Index of Income Inequality to a New Zenga-Type Relative Measure of Risk: A Modeller’s Perspective," Econometrics, MDPI, vol. 6(1), pages 1-20, January.
- Thi Kim Thanh Bui & Guido Erreygers, 2020. "Multidimensional Inequality in Vietnam, 2002–2012," Economies, MDPI, vol. 8(2), pages 1-31, April.
- Stephen P. Jenkins & Philippe Van Kerm, 2016.
"Assessing Individual Income Growth,"
Economica, London School of Economics and Political Science, vol. 83(332), pages 679-703, October.
- Jenkins, Stephen P. & van Kerm, Philippe, 2016. "Assessing individual income growth," LSE Research Online Documents on Economics 66995, London School of Economics and Political Science, LSE Library.
- Banerjee, Asis Kumar, 2010. "A multidimensional Gini index," Mathematical Social Sciences, Elsevier, vol. 60(2), pages 87-93, September.
- Peter J. Lambert & Helen T. Naughton, 2009. "The Equal Absolute Sacrifice Principle Revisited," Journal of Economic Surveys, Wiley Blackwell, vol. 23(2), pages 328-349, April.
- Stephen Bazen & Patrick Moyes, 2012.
"Elitism and stochastic dominance,"
Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 39(1), pages 207-251, June.
- Patrick Moyes & Steve Bazen, 2009. "Elitism and stochastic dominance," Post-Print hal-00389603, HAL.
- Stephen Bazen & Patrick Moyes, 2011. "Elitism and Stochastic Dominance," Working Papers halshs-00576585, HAL.
- Stephen Bazen & Patrick Moyes, 2012. "Elitism and stochastic dominance," Post-Print hal-00650753, HAL.
- Patrick Moyes & Steve Bazen, 2009. "Elitism and stochastic dominance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00389603, HAL.
- Stephen BAZEN & Patrick MOYES, 2011. "Elitism and Stochastic Dominance," Cahiers du GREThA (2007-2019) 2011-08, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
- Patrick Moyes & Stephen Bazen, 2010. "Elitism and stochastic dominance," Post-Print hal-00650771, HAL.
- Stephen Bazen & Patrick Moyes, 2011. "Elitism and Stochastic Dominance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00576585, HAL.
- Patrick Moyes & Stephen Bazen, 2010. "Elitism and stochastic dominance," Post-Print hal-00796083, HAL.
- Chateauneuf, Alain & Cohen, Michele & Meilijson, Isaac, 2004.
"Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model,"
Journal of Mathematical Economics, Elsevier, vol. 40(5), pages 547-571, August.
- Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2004. "Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00212281, HAL.
- Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2004. "Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model," Post-Print halshs-00212281, HAL.
- Rolf Aaberge & Magne Mogstad, 2011.
"Robust inequality comparisons,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 9(3), pages 353-371, September.
- Aaberge, Rolf & Mogstad, Magne, 2010. "Robust Inequality Comparisons," IZA Discussion Papers 4769, IZA Network @ LISER.
- Rolf Aaberge & Magne Mogstad, 2010. "Robust Inequality Comparisons," Discussion Papers 623, Statistics Norway, Research Department.
- Rolf Aaberge & Magne Mogstad, 2010. "Robust inequality comparisons," Working Papers 163, ECINEQ, Society for the Study of Economic Inequality.
- De Waegenaere, A.M.B. & Wakker, P.P., 1997.
"Choquet Integrals With Respect to Non-Monotonic Set Functions,"
Other publications TiSEM
85f2b7aa-da15-4c19-9765-b, Tilburg University, School of Economics and Management.
- De Waegenaere, A.M.B. & Wakker, P.P., 1997. "Choquet Integrals With Respect to Non-Monotonic Set Functions," Discussion Paper 1997-44, Tilburg University, Center for Economic Research.
- Rolf Aaberge & Ugo Colombino, 2014.
"Labour Supply Models,"
Contributions to Economic Analysis, in: Handbook of Microsimulation Modelling, volume 127, pages 167-221,
Emerald Group Publishing Limited.
- Rolf Aaberge & Ugo Colombino, 2015. "Labour Supply models," Discussion Papers 807, Statistics Norway, Research Department.
- Valerie Berenger, 2016. "Measuring Multidimensional Poverty in Three Southeast Asian Countries using Ordinal Variables," ADBI Working Papers 618, Asian Development Bank Institute.
- Jung Benjamin & Walter Timo, 2024. "Progressive Taxation and Social Welfare: Quantifying the Effects of the “German Tax-Reform 2000”," German Economic Review, De Gruyter, vol. 25(3), pages 209-239.
- Frikk Nesje & Paolo G. Piacquadio & Paolo Giovanni Piacquadio, 2025. "Intergenerational Discounting and Inequality," CESifo Working Paper Series 11630, CESifo.
- M. Fort & N. Schneeweis & R. Winter-Ebmer, 2011.
"More Schooling, More Children: Compulsory Schooling Reforms and Fertility in Europe,"
Working Papers
wp787, Dipartimento Scienze Economiche, Universita' di Bologna.
- Margherita Fort & Nicole Schneeweis & Rudolf Winter-Ebmer, 2011. "More Schooling, More Children: Compulsory Schooling Reforms and Fertility in Europe," CHILD Working Papers wp15_11, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
- Winter-Ebmer, Rudolf & Schneeweis, Nicole & Fort, Margherita, 2011. "More Schooling, More Children: Compulsory Schooling Reforms and Fertility in Europe," CEPR Discussion Papers 8609, C.E.P.R. Discussion Papers.
- Fort, Margherita & Schneeweis, Nicole & Winter-Ebmer, Rudolf, 2011. "More Schooling, More Children: Compulsory Schooling Reforms and Fertility in Europe," IZA Discussion Papers 6015, Institute of Labor Economics (IZA).
- Margherita Fort & Nichole Schneeweis & Rudolf Winter-Ebmer, 2011. "More Schooling, More Children: Compulsory Schooling Reforms and Fertility in Europe," NRN working papers 2011-11, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
- Margherita Fort & Nichole Schneeweis & Rudolf Winter-Ebmer, 2011. "More Schooling, More Children: Compulsory Schooling Reforms and Fertility in Europe," Economics working papers 2011-05, Department of Economics, Johannes Kepler University Linz, Austria.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2019-10-28 (Econometrics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:1910.10133. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/p/arx/papers/1910.10133.html