Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Publication: Principal component analysis in an asymmetric norm



 

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Publication

 

Dr. Petra Budejovas', almuni of Prof. Härdle, Ngoc Trans', Maria Ospienkos' and Professor Wolfgang Karl Härdles', speaker of the IRTG 1792, paper "Principal component analysis in an asymmetric norm" has been accepted for publication in Journal of Multivariate Analysis.