Hierarchically nested factor model from multivariate data
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Publication:2903645
DOI10.1209/0295-5075/78/30006zbMath1244.62087arXivcond-mat/0511726OpenAlexW3101852161MaRDI QIDQ2903645
Fabrizio Lillo, Michele Tumminello, Rosario Nunzio Mantegna
Publication date: 11 August 2012
Published in: Europhysics Letters (EPL) (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0511726
Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Nonparametric statistical resampling methods (62G09)
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