Characteristics of multivariate distributions and the invariant coordinate system
نویسندگان
چکیده
منابع مشابه
Invariant coordinate selection for multivariate data analysis - the package ICS
Invariant coordinate selection (ICS ) has recently been introduced by Tyler et al. (2008) as a method for exploring multivariate data. It includes as shown in Oja et al. (2006) as a special case a method for recovering the unmixing matrix in independent components analysis (ICA). It also serves as a basis for classes of multivariate nonparametric tests. The aim of this paper is to briefly expla...
متن کاملModeling of Infinite Divisible Distributions Using Invariant and Equivariant Functions
Basu’s theorem is one of the most elegant results of classical statistics. Succinctly put, the theorem says: if T is a complete sufficient statistic for a family of probability measures, and V is an ancillary statistic, then T and V are independent. A very novel application of Basu’s theorem appears recently in proving the infinite divisibility of certain statistics. In addition ...
متن کاملOn Strong Invariant Coordinate System (SICS) Functionals
In modern multivariate statistical analysis, affine invariance or equivariance for statistical procedures are properties of paramount interest and importance. A statistical procedure lacking such a property can sometimes acquire it if carried out not on the original data but rather on suitably transformed data, in some cases accompanied by a retransformation back to the original coordinate syst...
متن کاملOn Invariant Coordinate System (ICS) Functionals
Equivariance and invariance issues often arise in multivariate statistical analysis. Statistical procedures have to be modified sometimes to obtain an affine equivariant or invariant version. This is often done by preprocessing the data, e.g., by standardizing the multivariate data or by transforming the data to an invariant coordinate system. In this article standardization of multivariate dis...
متن کاملCoordinate finite type invariant surfaces in Sol spaces
In the present paper, we study surfaces invariant under the 1-parameter subgroup in Sol space $rm Sol_3$. Also, we characterize the surfaces in $rm Sol_3$ whose coordinate functions of an immersion of the surface are eigenfunctions of the Laplacian $Delta$ of the surface.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2010
ISSN: 0167-7152
DOI: 10.1016/j.spl.2010.08.010