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This paper studies how to identify influential observations in the functional linear model in which the predictor is functional and the response is scalar. Measurement of the effects of a single observation on estimation and prediction when the model is estimated by the principal components...
Persistent link: https://www.econbiz.de/10008521121
In this paper we propose two new descriptive measures for multivariate data: the effective variance and the effective dependence. These measures have a direct geometric and statistical interpretation and can be used to compare groups with different number of variables. The contribution of these...
Persistent link: https://www.econbiz.de/10005199760
In this paper we study the properties of a kurtosis matrix and propose its eigenvectors as interesting directions to reveal the possible cluster structure of a data set. Under a mixture of elliptical distributions with proportional scatter matrix, it is shown that a subset of the eigenvectors of...
Persistent link: https://www.econbiz.de/10008861607