Probability distribution of the multivariate nonlinear least squares estimates
Probability distribution of transformed random variables with application to nonlinear features extraction
A method for estimation of probability distribution of transformed random variables is presented. The proposed approach admits an approximation of the transformation of the random variables. The approximate probability density function (pdf) is corrected to obtain a resulting pdf which incorporates a prior knowledge of approximation errors. The corrected pdf is not contaminated by any uncontrollable approximation. The method is applied to pattern recognition. It is shown that class conditional pdf...
Projection pursuit quadratic regression - the normal case
The model of quadratic regression is studied by means of the projection pursuit method. This method leads to a decomposition of the matrix of quadratic regression, which can be used for an estimation of this matrix from the data observed.
Propriétés de moindres carrés de la matrice de covariance d'un vecteur aléatoire et applications statistiques