Page 1

Displaying 1 – 6 of 6

Showing per page

On best affine unbiased covariance-preserving prediction of factor scores.

Heinz Neudecker (2004)

SORT

This paper gives a generalization of results presented by ten Berge, Krijnen,Wansbeek & Shapiro. They examined procedures and results as proposed by Anderson & Rubin, McDonald, Green and Krijnen, Wansbeek & ten Berge.We shall consider the same matter, under weaker rank assumptions. We allow some moments, namely the variance Ω of the observable scores vector and that of the unique factors, Ψ, to be singular. We require T' Ψ T > 0, where T Λ T' is a Schur decomposition of Ω. As...

On identifiability of mixtures of independent distribution laws

Mikhail Kovtun, Igor Akushevich, Anatoliy Yashin (2014)

ESAIM: Probability and Statistics

We consider representations of a joint distribution law of a family of categorical random variables (i.e., a multivariate categorical variable) as a mixture of independent distribution laws (i.e. distribution laws according to which random variables are mutually independent). For infinite families of random variables, we describe a class of mixtures with identifiable mixing measure. This class is interesting from a practical point of view as well, as its structure clarifies principles of selecting...

Optimal nonlinear transformations of random variables

Aldo Goia, Ernesto Salinelli (2010)

Annales de l'I.H.P. Probabilités et statistiques

In this paper we deepen the study of the nonlinear principal components introduced by Salinelli in 1998, referring to a real random variable. New insights on their probabilistic and statistical meaning are given with some properties. An estimation procedure based on spline functions, adapting to a statistical framework the classical Rayleigh–Ritz method, is introduced. Asymptotic properties of the estimator are proved, providing an upper bound for the rate of convergence under suitable mild conditions....

Currently displaying 1 – 6 of 6

Page 1