Displaying similar documents to “Classifiers for doubly multivariate data”

A comparative study of microaggregation methods.

Josep Maria Mateo Sanz, Josep Domingo Ferrer (1998)

Qüestiió

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Microaggregation is a statistical disclosure control technique for microdata. Raw microdata (i.e. individual records) are grouped into small aggregates prior to publication. Each aggregate should contain at least k records to prevent disclosure of individual information. Fixed-size microaggregation consists of taking fixed-size microaggregates (size k). Data-oriented microaggregation (with variable group size) was introduced recently. Regardless of the group size, microaggregations on...

Test for Independence of the Variables with Missing Elements in One and the Same Column of the Empirical Correlation Matrix

Veleva, Evelina (2008)

Serdica Mathematical Journal

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2000 Mathematics Subject Classification: 62H15, 62H12. We consider variables with joint multivariate normal distribution and suppose that the sample correlation matrix has missing elements, located in one and the same column. Under these assumptions we derive the maximum likelihood ratio test for independence of the variables. We obtain also the maximum likelihood estimations for the missing values.

Concept of Data Depth and Its Applications

Ondřej Vencálek (2011)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

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Data depth is an important concept of nonparametric approach to multivariate data analysis. The main aim of the paper is to review possible applications of the data depth, including outlier detection, robust and affine-equivariant estimates of location, rank tests for multivariate scale difference, control charts for multivariate processes, and depth-based classifiers solving discrimination problem.

Robust estimation in the multivariate normal model

Agnieszka Kulawik, Stefan Zontek (2016)

Discussiones Mathematicae Probability and Statistics

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Robust estimation presented in the following paper is based on Fisher consistent and Fréchet differentiable statistical functionals. The method has been used in the multivariate normal model with variance components [5]. To transfer the method to estimate vector of expectations and positive definite covariance matrix of the multivariate normal model it is required to express the covariance matrix as a linear combination of basic elements of the vector space of real, square and symmetric...

Bayesian joint modelling of the mean and covariance structures for normal longitudinal data.

Edilberto Cepeda-Cuervo, Vicente Nunez-Anton (2007)

SORT

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We consider the joint modelling of the mean and covariance structures for the general antedependence model, estimating their parameters and the innovation variances in a longitudinal data context. We propose a new and computationally efficient classic estimation method based on the Fisher scoring algorithm to obtain the maximum likelihood estimates of the parameters. In addition, we also propose a new and innovative Bayesian methodology based on the Gibbs sampling, properly adapted for...

Intrinsic dimensionality and small sample properties of classifiers

Šarūnas Raudys (1998)

Kybernetika

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Small learning-set properties of the Euclidean distance, the Parzen window, the minimum empirical error and the nonlinear single layer perceptron classifiers depend on an “intrinsic dimensionality” of the data, however the Fisher linear discriminant function is sensitive to all dimensions. There is no unique definition of the “intrinsic dimensionality”. The dimensionality of the subspace where the data points are situated is not a sufficient definition of the “intrinsic dimensionality”....