Construction of an Index by Maximization of the Sum of its Absolute Correlation Coefficients with the Constituent Variables
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- Sudhanshu K. MISHRA, 2016.
"BA Note on Construction of a Composite Index by Optimization of Shapley Value Shares of the Constituent Variables,"
Turkish Economic Review,
KSP Journals, vol. 3(3), pages 466-472, September.
- Mishra, SK, 2016. "A note on construction of a composite index by optimization of Shapley value shares of the constituent variables," MPRA Paper 72330, University Library of Munich, Germany.
- Mishra, SK, 2007. "A Note on Human Development Indices with Income Equalities," MPRA Paper 3513, University Library of Munich, Germany.
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KeywordsIndex; weighted linear aggregation; principal components; elitist; inclusive; egalitarian; sum of absolute correlation coefficients; maximin correlation; Human development index; cost of living index; level of development index; Differential Evolution; Particle Swarm optimization;
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
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