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We present and study a procedure for testing the null hypothesis of multivariate elliptical symmetry. The procedure is based on the averages of some spherical harmonics over the projections of the scaled residual (1978, N. J. H. Small, Biometrika65, 657-658) of the d-dimensional data on the unit...
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We consider the problem of identifying the dimension in which a sample of data points lives, when only their interpoint distances are known. We study as a random variable the average "reach" of vertices in the k-nearest-neighbors graph associated to the interpoint distance matrix, and we show...
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We present a procedure for the identification of clusters in multivariate data sets, based on the comparison between the k nearest neighbors graph, Gk, and the minimal spanning tree, MST. Our key statistic is the random quantity the smallest k such that Gk contains the MST. Under regularity...
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A model is developed for multivariate distributions which have nearly the same marginals, up to shift and scale. This model, based on "interpolation" of characteristic functions, gives a new notion of "correlation". It allows straightforward nonparametric estimation of the common marginal...
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