응용통계연구 (The Korean Journal of Applied Statistics)

  • 제23권4호
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  • Pages.767-776
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  • 2010
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  • 1225-066X(pISSN)
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  • 2383-5818(eISSN)
한국통계학회 (The Korean Statistical Society)
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Broken-Stick 모형에 기초한 주성분 공헌도평가

Contribution of Principal Components Based on the Broken-Stick Model

  • Kang, Y.J. (Lotte Card Co., Ltd.) ;
  • Byun, J.H. (Department of Statistics, Korea University) ;
  • Ki, K.Y. (Department of Statistics, Korea University)
  • 투고 : 20100600
  • 심사 : 20100600
  • 발행 : 2010.08.31
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초록

Broken-Stick 모형 (Barton과 David, 1956) 하에서 순서화된 분절구간의 기대길이를 기초로 유효차원의 개수를 결정하는 Frontier (1976)방법은 일관된 모의실험 결과를 제공하는 기준 중의 하나로 보고된 바 있다 (Jackson, 1993). 이 연구에서는 Broken-Stick 모형(BSM) 하에서 분절구간길이의 분포를 이용하여 주성분 상대공헌도의 크기를 확률적으로 평가하는 BSM 유의확률기준을 제안한다. 이에 부가하여 소득분포의 불균등성을 도식화한 로렌츠곡선과 이에 대응하는 지니계수를 통해 주성분 공헌도의 포괄적 균등성을 탐구한다.

Frontier (1976) suggested a criterion based on the expected length of ordered random intervals under the Broken-stick model (Barton and David, 1956) to determine the optimal number of principal components retained. It is considered to be one of the methods that provide the most consistent simulation results (Jackson, 1993). This study is aimed to propose a method using the distribution of ordered random intervals to evaluate the contribution of principal components. We also examine several types of Gini indices along with the corresponding Lorenz curves to visualize the overall equivalence of those contributions.

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참고문헌

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