Principal components selection by the criterion of the minimum mean difference of complexity (Q1323846)

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scientific article; zbMATH DE number 584028
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Principal components selection by the criterion of the minimum mean difference of complexity
scientific article; zbMATH DE number 584028

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    Principal components selection by the criterion of the minimum mean difference of complexity (English)
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    11 October 1994
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    asymptotic normality
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    epsilon-contaminated normal families
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    complexity
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    minimum description length
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    index of predictive power
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    principal components selection
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    simulation
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