Yi-Hao Kao, Benjamin Van Roy. Directed Principal Component Analysis. Operations Research, 62(4):957-972, 2014. [doi]
@article{KaoR14, title = {Directed Principal Component Analysis}, author = {Yi-Hao Kao and Benjamin Van Roy}, year = {2014}, doi = {10.1287/opre.2014.1290}, url = {http://dx.doi.org/10.1287/opre.2014.1290}, researchr = {https://researchr.org/publication/KaoR14}, cites = {0}, citedby = {0}, journal = {Operations Research}, volume = {62}, number = {4}, pages = {957-972}, }