Data sphering: Some properties and applications

CSpace

	Data sphering: Some properties and applications
	Zhang, J
	1998-06-01
发表期刊	ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
ISSN	0020-3157
卷号	50 期号:2 页码:223-240
摘要	Centring-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.
关键词	sphering dispersion matrix invariance asymptotic projection pursuit
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000074666200002
出版者	KLUWER ACADEMIC PUBL
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/13641
专题	中国科学院数学与系统科学研究院
作者单位	Acad Sinica, Inst Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 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.