On the usage of joint diagonalization in multivariate statistics
From MaRDI portal
dimension reductionindependent component analysisblind source separationsupervised dimension reductionscatter matricesinvariant component selection
Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random fields; image analysis (62M40) Estimation in multivariate analysis (62H12)
Recommendations
Cites work
- scientific article; zbMATH DE number 3673370 (Why is no real title available?)
- scientific article; zbMATH DE number 41813 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- scientific article; zbMATH DE number 2146311 (Why is no real title available?)
- scientific article; zbMATH DE number 3376558 (Why is no real title available?)
- A cautionary note on robust covariance plug-in methods
- A fast algorithm for joint diagonalization with non-orthogonal transformations and its application to blind source separation
- A monitoring display of multivariate outliers
- A more efficient second order blind identification method for separation of uncorrelated stationary time series
- A review on dimension reduction
- An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form
- Blind source separation for compositional time series
- Blind source separation for spatial compositional data
- Characteristics of multivariate distributions and the invariant coordinate system
- Classification and Generalized Principal Component Analysis
- Combining eigenvalues and variation of eigenvectors for order determination
- Deflation-based separation of uncorrelated stationary time series
- Dimension estimation in sufficient dimension reduction: a unifying approach
- Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure
- Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation
- Extending Sliced Inverse Regression
- Extracting conditionally heteroskedastic components using independent component analysis
- Fourth moments and independent component analysis
- ICS for multivariate outlier detection with application to quality control
- Independent Component Analysis for Compositional Data
- Independent component analysis for multivariate functional data
- Independent component analysis for tensor-valued data
- Invariant co-ordinate selection (with discussion)
- Jacobi Angles for Simultaneous Diagonalization
- Modern nonparametric, robust and multivariate methods. Festschrift in honour of Hannu Oja
- Multivariate models and the first four moments
- Multivariate nonparametric methods with R. An approach based on spatial signs and ranks.
- New independent component analysis tools for time series
- Non-Gaussian component analysis: testing the dimension of the signal subspace
- Non-orthogonal joint diagonalization in the least-squares sense with application in blind source separation
- Notion of information and independent component analysis.
- On Directional Regression for Dimension Reduction
- On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
- On invariant coordinate system (ICS) functionals
- On order determination by predictor augmentation
- On robustifying some second order blind source separation methods for nonstationary time series
- On the efficiency of invariant multivariate sign and rank tests
- One-step M-estimates of scatter and the independence property
- Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
- Principal component analysis.
- Projection pursuit
- RELATIONS BETWEEN TWO SETS OF VARIATES
- Robust m-estimators of multivariate location and scatter
- Robust statistics. Theory and methods (with R)
- Save: a method for dimension reduction and graphics in regression
- Separation of uncorrelated stationary time series using autocovariance matrices
- Sliced Inverse Regression for Dimension Reduction
- Sliced average variance estimation for multivariate time series
- Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
- Spatial blind source separation
- Statistical properties of a blind source separation estimator for stationary time series
- Sufficient dimension reduction: methods and applications with R
- Supervised invariant coordinate selection
- Tests of multinormality based on location vectors and scatter matrices
- The use of a common location measure in the invariant coordinate selection and projection pursuit
Cited in
(3)
Describes a project that uses
Uses Software
This page was built for publication: On the usage of joint diagonalization in multivariate statistics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2062786)
