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PP 检验的渐近功效
统计性质 渐近功效 PP 检验
2009/9/21
投影寻踪(Projection Pursnit,简称 PP)是一种处理高维数据的统计方法,近年来借助于计算机的发展,它的理论得到了迅速的发展.假如Q为一能反映统计性质的指标,对每个 p 维方向α,计算出Q(α~{\tau}X_1,…,α~{\tau}X_n),从中找出使Q(α~{\tau}X_1,…,α~{\tau}X_n)最大的方向α_0,通过研究数据α_0~{\tau}X_1,…,α_0~{\...
PP 型拟合优度检验
摄影寻踪 统计方法 高维数据
2009/9/21
摄影寻踪(Projection Pursuit,简称PP)是一种新兴的用来处理高维数据的统计方法,其主要思想是通过极大化某个投影指标(通常是分布函数的泛函)来寻找低维投影,通过对其低维投影数据的研究来发现高维数据的性质.PP 方法自首次提出,已用于处理一些非正态多维数据分析问题,如回归、判别、聚类、密度估计等.
多元位置和散布的 PP 型估计的几个性质
2007/8/27
Donoho (1982)应用投影寻踪(Projection Pursuit)思想对多元位置和散布提出了一类仿射同变估计并讨论了其样本崩溃点.本文给出了相应于这类估计的度量多元位置和散布的泛函,讨论了其合理性和同变性,证明了该类泛函在一定条件下的弱连续性,从而得到这类估计的定性稳健性和相合性.
THE ASYMPTOTIC BEHAVIOR AND APPLICATIONS OF A CLASS OF PP R-STATISTICS
Projection pursuit two sample tests R-st
2007/8/7
This paper uses R-statistics as projection indices to construct a class of projection pursuit (PP)R-statistics for multivariate two sample tests via PP techniques. Examples are presented as applicatio...
Some bootstrap approximations of the asymptotic distributions of PP L-statistics whichwere proposed by the authors in[7]are discusse. Bootstrap statistics and their asymptotic propertiesare establishe...
ASYMPTOTIC THEORIES FOR THE ROBUST PP ESTIMATORS OF THE PRINCIPAL COMPONENTS AND DISPERSION MATRIX Ⅲ.BOOTSTRAP CONFIDENCE SETS,BOOTSTRAP TESTS
Bootstrap confidence sets eigenvalues an
2007/8/7
In this paper the bootstrap theories, which are based on the author's former paper, of M-typ eprincipal components and dispersion matrices and M-type PP tests for multivariate locationand scale are ob...