Nonlinear principal and canonical directions from continuous extensions of multidimensional scaling

A continuous random variable is expanded as a sum of a sequence of uncorrelated random variables. These variables are principal dimensions in continuous scaling on a distance function, as an extension of classic scaling on a distance matrix. For a particular distance, these dimensions are principal...

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Detalhes bibliográficos
Autor: Cuadras, C. M. (Carlos María)
Tipo de documento: artigo
Estado:Versão publicada
Data de publicação:2014
País:España
Recursos:Universidad de Barcelona
Repositório:Dipòsit Digital de la UB
OAI Identifier:oai:diposit.ub.edu:2445/65330
Acesso em linha:https://hdl.handle.net/2445/65330
Access Level:Acceso aberto
Palavra-chave:Estadística matemàtica
Polinomis ortogonals
Variables (Matemàtica)
Mathematical statistics
Orthogonal polynomials
Variables (Mathematics)
Descrição
Resumo:A continuous random variable is expanded as a sum of a sequence of uncorrelated random variables. These variables are principal dimensions in continuous scaling on a distance function, as an extension of classic scaling on a distance matrix. For a particular distance, these dimensions are principal components. Then some properties are studied and an inequality is obtained. Diagonal expansions are considered from the same continuous scaling point of view, by means of the chi-square distance. The geometric dimension of a bivariate distribution is defined and illustrated with copulas. It is shown that the dimension can have the power of continuum.