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Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Fried, Roland | en |
dc.contributor.author | Didelez, Vanessa | en |
dc.date.accessioned | 2011-09-06T11:45:19Z | - |
dc.date.available | 2011-09-06T11:45:19Z | - |
dc.date.issued | 2003 | - |
dc.identifier.uri | http://hdl.handle.net/10419/49370 | - |
dc.description.abstract | We investigate the possibility of exploiting partial correlation graphs for identifying interpretable latent variables underlying a multivariate time series. It is shown how the collapsibility and separation properties of partial correlation graphs can be used to understand the relation between a factor model and the structure among the observable variables. | en |
dc.language.iso | eng | en |
dc.publisher | |aUniversität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen |cDortmund | en |
dc.relation.ispartofseries | |aTechnical Report |x2003,06 | en |
dc.subject.ddc | 519 | en |
dc.subject.keyword | Time series analysis | en |
dc.subject.keyword | Dimension reduction | en |
dc.subject.keyword | Factor analysis | en |
dc.subject.keyword | Partial correlations | en |
dc.subject.stw | Multivariate Analyse | en |
dc.subject.stw | Zeitreihenanalyse | en |
dc.subject.stw | Theorie | en |
dc.subject.stw | Korrelation | en |
dc.title | Latent variable analysis and partial correlation graphs for multivariate time series | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 817943315 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:sfb475:200306 | en |
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