Aplicación de técnicas estadísticas en el tratamiento de información económico-financiera

  1. Mures Quintana, María Jesús
  2. García Gallego, Ana
  3. Vallejo Pascual, María Eva
Journal:
Estadística española

ISSN: 0014-1151

Year of publication: 2013

Volume: 55

Issue: 182

Pages: 337-364

Type: Article

More publications in: Estadística española

Abstract

This paper is focusing, firstly, on proving the usefulness of Principal Components Analysis (PCA) in reducing financial information expressed by means of ratios, and, secondly, on analysing the possibilities of Canonical Correlation Analysis (CCA) as an additional method to support the final decision about the variables to be selected. In the empirical analysis where both methods are applied, it is shown that their joint application involves more enriched results in terms of variable selection.