期刊名称:Journal of Modern Applied Statistical Methods
出版年度:2013
卷号:12
期号:1
页码:17
出版社:Wayne State University
摘要:Principal component analysis reduces dimensionality; however, uncorrelated components imply the existence of variables with weights of opposite signs. This complicates the application in data envelopment analysis. To overcome problems due to signs, a modification to the component axes is proposed and was verified using Monte Carlo simulations.
关键词:Data envelopment analysis; principal component analysis; redundancy analysis; Monte Carlo simulation