Mishra, Sudhanshu K (2014): What happens if in the principal component analysis the Pearsonian is replaced by the Brownian coefficient of correlation?

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Abstract
The Brownian correlation has been recently introduced by Székely et al. (2007; 2009), which has an attractive property that when it is zero, it guarantees independence. This paper investigates into the effects and advantages, if any, of replacement of the Pearsonian coefficient of correlation (r) by the Brownian coefficient of correlation (say, ρ), other things remaining the same. Such a replacement and analysis of its effects have been made by the HostParasite Coevolutionary algorithm of global optimization applied on six datasets.
Item Type:  MPRA Paper 

Original Title:  What happens if in the principal component analysis the Pearsonian is replaced by the Brownian coefficient of correlation? 
English Title:  What happens if in the principal component analysis the Pearsonian is replaced by the Brownian coefficient of correlation? 
Language:  English 
Keywords:  Brownian correlation, Principal Component Analysis, Global Optimization, HostParasite Coevolutionary algorithm, Iris Flower Dataset, 1985 Auto Imports Database, Levy distribution, outliers 
Subjects:  C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C13  Estimation: General C  Mathematical and Quantitative Methods > C4  Econometric and Statistical Methods: Special Topics > C43  Index Numbers and Aggregation C  Mathematical and Quantitative Methods > C4  Econometric and Statistical Methods: Special Topics > C45  Neural Networks and Related Topics C  Mathematical and Quantitative Methods > C6  Mathematical Methods ; Programming Models ; Mathematical and Simulation Modeling > C61  Optimization Techniques ; Programming Models ; Dynamic Analysis C  Mathematical and Quantitative Methods > C6  Mathematical Methods ; Programming Models ; Mathematical and Simulation Modeling > C63  Computational Techniques ; Simulation Modeling C  Mathematical and Quantitative Methods > C8  Data Collection and Data Estimation Methodology ; Computer Programs > C87  Econometric Software 
Item ID:  56861 
Depositing User:  Sudhanshu Kumar Mishra 
Date Deposited:  28. Jun 2014 05:49 
Last Modified:  28. Jun 2014 06:22 
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URI:  https://mpra.ub.unimuenchen.de/id/eprint/56861 