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Detecting Structures by Means of Projection Pursuit

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Compstat

Summary

In this paper, the consideration of the projection pursuit for testing the presence of clusters is based on the model of the ellipsoidally symmetric unlmodal densities mixture. It is shown that under this model the use of projections indices based on Renyi entropy or on third or fourth moments results In obtaining an estimate of the discriminant subspace. For estimating the Renyi indices values some forms of the order statistics are used. For detecting outliers the ratio of the standard variance estimate to a robust one is proposed as projection index. In-deces for discriminant analysis problem are introduced.

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© 1988 Physica-Verlag Heidelberg

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Yenyukov, I.S. (1988). Detecting Structures by Means of Projection Pursuit. In: Edwards, D., Raun, N.E. (eds) Compstat. Physica-Verlag HD. https://doi.org/10.1007/978-3-642-46900-8_5

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  • DOI: https://doi.org/10.1007/978-3-642-46900-8_5

  • Publisher Name: Physica-Verlag HD

  • Print ISBN: 978-3-7908-0411-9

  • Online ISBN: 978-3-642-46900-8

  • eBook Packages: Springer Book Archive

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