General Component Analysis (GCA): A new approach to identify Chinese corporate bond market structures.
PCA has been widely used in many fields to detect dominant principle components, but it ignores the information embedded in the remaining components. As a supplement to PCA, we propose the General Component Analysis (GCA). The inverse participation ratios (IPRs) are used to identify the global compo...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2018-01-01
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| Series: | PLoS ONE |
| Online Access: | http://europepmc.org/articles/PMC6037351?pdf=render |