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Publications by Yuanzhen Li

Principal Components as a Measure of Systemic Risk

SSRN Electronic Journal
2010English

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Principal Components: A Descent Algorithm

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Functional Principal Components

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Supplemental Information 2: Summary of Principal Components as Shown by the Principal Component Analysis.

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Variational Principal Components

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Notes on Cumulative Entropy as a Risk Measure

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Efficient R-Estimation of Principal and Common Principal Components

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