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Publications by Mark Kritzman
Principal Components as a Measure of Systemic Risk
SSRN Electronic Journal
Related publications
Principal Components Regression by Using Generalized Principal Components Analysis
JOURNAL OF THE JAPAN STATISTICAL SOCIETY
Principal Components: A Descent Algorithm
Journal of Computational Physics
Numerical Analysis
Applied Mathematics
Simulation
Computer Science Applications
Modeling
Computational Mathematics
Astronomy
Physics
Functional Principal Components
Supplemental Information 2: Summary of Principal Components as Shown by the Principal Component Analysis.
Variational Principal Components
Notes on Cumulative Entropy as a Risk Measure
Stochastics and Quality Control
Statistics
Risk
Probability
Combinatorics
Applied Mathematics
Uncertainty
Reliability
Safety
Discrete Mathematics
Quality
Efficient R-Estimation of Principal and Common Principal Components
Journal of the American Statistical Association
Uncertainty
Statistics
Probability
Robust Principal Components: A Generalized Variance Perspective
Behavior Research Methods
Developmental
Arts
Psychology
Educational Psychology
Cognitive Psychology
Humanities
Experimental
Comet Assay as an Indirect Measure of Systemic Oxidative Stress
Journal of Visualized Experiments
Immunology
Molecular Biology
Biochemistry
Microbiology
Chemical Engineering
Neuroscience
Genetics