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Data sphering: Some properties and applications
Zhang, J
1998-06-01
Source PublicationANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
ISSN0020-3157
Volume50Issue:2Pages:223-240
AbstractCentring-then-sphering is a very important pretreatment in data analysis. The purpose of this paper is to study the asymptotic behavior of the sphering matrix based on the square root decomposition (SRD for short) and its applications. A sufficient condition is given under which SRD has nondegenerate asymptotic distribution. As examples, some commonly used and affine equivariant estimates of the dispersion matrix are shown to satisfy this condition. The case when the population dispersion matrix Varies is also treated. Applications to projection pursuit (PP) are presented. It is shown that for elliptically symmetric distributions the PP index after centring-then-sphering is independent of the underlying population location and dispersion.
Keywordsphering dispersion matrix invariance asymptotic projection pursuit
Language英语
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000074666200002
PublisherKLUWER ACADEMIC PUBL
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/13641
Collection中国科学院数学与系统科学研究院
AffiliationAcad Sinica, Inst Syst Sci, Beijing 100080, Peoples R China
Recommended Citation
GB/T 7714
Zhang, J. Data sphering: Some properties and applications[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,1998,50(2):223-240.
APA Zhang, J.(1998).Data sphering: Some properties and applications.ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,50(2),223-240.
MLA Zhang, J."Data sphering: Some properties and applications".ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 50.2(1998):223-240.
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