METHODS FOR ESTIMATING PRINCIPAL POINTS
Principal points of a distribution have been introduced by Flury who tackled the problem of optimal grouping in multivariate data. In essence, principal points are the theoretical counterparts of cluster means obtained by a \(k\)-means clustering algorithm. There has been considerable effort to find efficient estimation procedures for principal points. It is well known that under certain conditions the \(k\)-means estimator is a consistent and asymptotically normal estimator of the population principal points. In this paper some material on principal points is reviewed and new algorithms for the estimation of principal points in univariate distributions (univariate principal points) are proposed. Additionally, the bootstrap approach is applied to assess the variability of the suggested estimators.
- Principal points
- Optimal estimators of principal points for minimizing expected mean squared distance
- Optimal principal points estimators of multivariate distributions of location-scale and location-scale-rotation families
- An asymptotic result on principal points for univariate distributions
- Principal points and self-consistent points of elliptical distributions
- A central limit theorem for k-means clustering
- An asymptotic result on principal points for univariate distributions
- Asymptotic distributions for clustering criteria
- Computer Generation of Random Variables Using the Ratio of Uniform Deviates
- Estimation of Principal Points
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- Note on Grouping
- Principal points
- Self-consistency: A fundamental concept in statistics
- Strong consistency of k-means clustering
- Uniqueness of locally optimal quantizer for log-concave density and convex error weighting function
- High precision numerical computation of principal points for univariate distributions
- Optimal principal points estimators of multivariate distributions of location-scale and location-scale-rotation families
- A parametric k-means algorithm
- Uniqueness of principal points with respect to \(p\)-order distance for a class of univariate continuous distribution
- Estimation of principal points for a multivariate binary distribution using a log-linear model
- An asymptotic result on principal points for univariate distributions
- Theory of point estimation.
- Principal points analysis via p-median problem for binary data
- Representative points for location-biased datasets
- A principal subspace theorem for 2-principal points of general location mixtures of spherically symmetric distributions
- Principal points of a multivariate mixture distribution
- Principal simple linear regression
- Hierarchical and stochastic crystallization learning: geometrically leveraged nonparametric regression with Delaunay triangulation
- Principal points for an allometric extension model
- Optimal estimators of principal points for minimizing expected mean squared distance
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