Optimal nonlinear transformations of random variables
نویسندگان
چکیده
منابع مشابه
Optimal Nonlinear Transformations of Random Variables
In this paper we deepen the study of the nonlinear principal components introduced by Salinelli in 1998, referring to a real random variable. New insights on their probabilistic and statistical meaning are given with some properties. An estimation procedure based on spline functions, adapting to a statistical framework the classical Rayleigh-Ritz method, is introduced. Asymptotic properties of ...
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
سال: 2010
ISSN: 0246-0203
DOI: 10.1214/09-aihp326