The tube method for the moment index in projection pursuit
From MaRDI portal
(Redirected from The tube method for the moment index in projection pursuit)
Abstract: The projection pursuit index defined by a sum of squares of the third and the fourth sample cumulants is known as the moment index proposed by Jones and Sibson. Limiting distribution of the maximum of the moment index under the null hypothesis that the population is multivariate normal is shown to be the maximum of a Gaussian random field with a finite Karhunen-Loeve expansion. An approximate formula for tail probability of the maximum, which corresponds to the p-value, is given by virtue of the tube method through determining Weyl's invariants of all degrees and the critical radius of the index manifold of the Gaussian random field.
Recommendations
- scientific article; zbMATH DE number 992659
- scientific article; zbMATH DE number 790828
- Smoothed projection methods for the moment problem
- scientific article; zbMATH DE number 65765
- Centerlines of tubular volumes based on orthogonal plane estimation
- scientific article; zbMATH DE number 4065502
- An extension of the moment closure method
Cites work
- Asymptotic distribution of inequality-restricted canonical correlation with application to tests for independence in ordered contingency tables
- Boundary corrections for the expected Euler characteristic of excursion sets of random fields, with an application to astrophysics
- Central limit theorems for C(S)-valued random variables
- Curvature Measures
- Estimating the number of peaks in a random field using the Hadwiger characteristic of excursion sets, with applications to medical images
- Euler characteristic heuristic for approximating the distribution of the largest eigenvalue of an orthogonally invariant random matrix
- Euler characteristics for Gaussian fields on manifolds
- Exploratory Projection Pursuit
- Hotelling's theorem on the volume of tubes: Some illustrations in simultaneous inference and data analysis
- scientific article; zbMATH DE number 3136275 (Why is no real title available?)
- scientific article; zbMATH DE number 3751955 (Why is no real title available?)
- scientific article; zbMATH DE number 44375 (Why is no real title available?)
- scientific article; zbMATH DE number 3273551 (Why is no real title available?)
- On excursion sets, tube formulas and maxima of random fields.
- On Hotelling's Approach to Testing for a Nonlinear Parameter in Regression
- On the equivalence of the tube and Euler characteristic methods for the distribution of the maximum of Gaussian fields over piecewise smooth domains
- Projection pursuit
- Random Fields and Geometry
- Significance levels in exploratory projection pursuit
- Tail probabilities of the limiting null distributions of the Anderson--Stephens statistics
- Tail probabilities of the maxima of Gaussian random fields
- Tail probabilities of the maxima of multilinear forms and their applications.
- Tests for randomness of directions against equatorial and bimodal alternatives
- Tubes and Spheres in n-Spaces, and a Class of Statistical Problems
- Validity of the expected Euler characteristic heuristic
- What is Projection Pursuit?
Cited in
(6)- A generalized projection pursuit procedure and its significance level
- The volume-of-tube method for Gaussian random fields with inhomogeneous variance
- Large-sample properties of unsupervised estimation of the linear discriminant using projection pursuit
- Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
- Application of tube formula to distributional problems in multiway layouts
- Tensor eigenvectors for projection pursuit
This page was built for publication: The tube method for the moment index in projection pursuit
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q928909)
