The perfect marriage and much more: combining dimension reduction, distance measures and covariance

DOI10.1016/j.physa.2019.04.174OpenAlexW2962354631WikidataQ127534518 ScholiaQ127534518MaRDI QIDQ2164274

Ravi Kashyap

Publication date: 12 August 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.09060

zbMATH Keywords

uncertaintydistributiondistance measuredimension reductioncovarianceJohnson-LindenstraussBhattacharyya

Mathematics Subject Classification ID

Uses Software

• CompEcon
• energy
• tmvtnorm
• QSIMVN

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