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math.ST2021
Regression based thresholds in principal loading analysis
J. O. Bauer, B. Drabant
Principal loading analysis is a dimension reduction method that discards variables which have only a small distorting effect on the covariance matrix. As a special case, principal…
math.ST2020
Principal Loading Analysis
Jan O. Bauer, Bernhard Drabant
This paper proposes a tool for dimension reduction where the dimension of the original space is reduced: a Principal Loading Analysis (PLA). PLA is a tool to reduce dimensions by d…