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Multivariate ranking using elliptical peeling

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Cybernetics and Systems Analysis Aims and scope

Abstract

A new method of multivariate ordering using elliptical peeling on the basis of confidence ellipsoids is proposed. The statistical properties of the confidence ellipsoids are proved. The application of the method for the minimization of uncertainty under quadratic discriminant analysis, mode detection, and identification of outliers are described.

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Authors and Affiliations

  1. Taras Shevchenko National University of Kyiv, Kyiv, Ukraine

    S. I. Lyashko, D. A. Klyushin & V. V. Alexeyenko

Authors
  1. S. I. Lyashko
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  2. D. A. Klyushin
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  3. V. V. Alexeyenko
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Corresponding author

Correspondence to S. I. Lyashko.

Additional information

Translated from Kibernetika i Sistemnyi Analiz, No. 4, July–August, 2013, pp. 29–36.

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Lyashko, S.I., Klyushin, D.A. & Alexeyenko, V.V. Multivariate ranking using elliptical peeling. Cybern Syst Anal 49, 511–516 (2013). https://doi.org/10.1007/s10559-013-9536-x

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