Decomposition of Data Matrices by Factors

  • Wolfgang Karl HärdleEmail author
  • Léopold Simar


In Chap. 1, basic descriptive techniques were developed which provided tools for “looking” at multivariate data. They were based on adaptations of bivariate or univariate devices, which is used to reduce the dimensions of the observations. In the following three chapters, issues of reducing the dimension of a multivariate data set will be discussed. The perspectives will be different but the tools will be related.

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© Springer Nature Switzerland AG 2019

Authors and Affiliations

  1. 1.Ladislaus von Bortkiewicz Chair of StatisticsHumboldt-Universität zu BerlinBerlinGermany
  2. 2.Institute of Statistics, Biostatistics and Actuarial SciencesUniversité Catholique de LouvainLouvain-la-NeuveBelgium

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