Showing 1 - 8 of 8
<Para ID="Par1">A method for robust estimation of dynamic mixtures of multivariate distributions is proposed. The EM algorithm is modified by replacing the classical M-step with high breakdown S-estimation of location and scatter, performed by using the bisquare multivariate S-estimator. Estimates are obtained...</para>
Persistent link: https://www.econbiz.de/10011241312
Persistent link: https://www.econbiz.de/10005613169
Persistent link: https://www.econbiz.de/10005382519
Persistent link: https://www.econbiz.de/10010848008
The focus of this paper is to propose an approach to construct histogram values for the principal components of interval-valued observations. Le-Rademacher and Billard (J Comput Graph Stat 21:413–432, <CitationRef CitationID="CR24">2012</CitationRef>) show that for a principal component analysis on interval-valued observations, the...</citationref>
Persistent link: https://www.econbiz.de/10010998454
In this paper, we propose a generalized version of Adachi’s (Psychometrika 74:667–683, <CitationRef CitationID="CR1">2009</CitationRef>) Joint Procrustes Analysis (GJPA), in order to transform the principal component score and loading matrices obtained for multiple data sets of the same size. The transformation is made so that...</citationref>
Persistent link: https://www.econbiz.de/10010998509
Persistent link: https://www.econbiz.de/10005613177
Persistent link: https://www.econbiz.de/10008775805