MULTIVARIATE RANKING USING ELLIPTICAL PEELING

被引:0
|
作者
Lyashko, S. I. [1 ]
Klyushin, D. A. [1 ]
Alexeyenko, V. V. [1 ]
机构
[1] Taras Shevchenko Natl Univ Kyiv, Kiev, Ukraine
关键词
pattern recognition; cancer diagnostics; uncertainty; peeling; confidence ellipsoids; discriminant analysis; multivariate ranking;
D O I
10.1007/s10559-013-9536-x
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
A new method of multivariate ordering using elliptical peeling on the basis of confidence ellipsoids is proposed. The statistical properties of the confidence ellipsoids are proved. The application of the method for the minimization of uncertainty under quadratic discriminant analysis, mode detection, and identification of outliers are described.
引用
收藏
页码:511 / 516
页数:6
相关论文
共 50 条
  • [21] Multivariate extremes, aggregation and dependence in elliptical distributions
    Hult, H
    Lindskog, F
    ADVANCES IN APPLIED PROBABILITY, 2002, 34 (03) : 587 - 608
  • [22] On estimation in multivariate linear calibration with elliptical errors
    Tsukuma, H
    ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2003, 55 (03) : 447 - 466
  • [23] Ordering Gini indexes of multivariate elliptical risks
    Samanthi, Ranadeera Gamage Madhuka
    Wei, Wei
    Brazauskas, Vytaras
    INSURANCE MATHEMATICS & ECONOMICS, 2016, 68 : 84 - 91
  • [24] Improved estimation in a general multivariate elliptical model
    Melo, Tatiane F. N.
    Ferrari, Silvia L. P.
    Patriota, Alexandre G.
    BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2018, 32 (01) : 44 - 68
  • [25] Multivariate tail conditional expectation for elliptical distributions
    Landsman, Zinoviy
    Makov, Udi
    Shushi, Tomer
    INSURANCE MATHEMATICS & ECONOMICS, 2016, 70 : 216 - 223
  • [26] On estimation in multivariate linear calibration with elliptical errors
    Hisayuki Tsukuma
    Annals of the Institute of Statistical Mathematics, 2003, 55 : 447 - 466
  • [27] Day-Ahead Price Scenario Generation using Conditioned Multivariate Elliptical Copulas
    van Wijngaarden, Elise
    van der Holst, Ban
    Paterakis, Nikolaos G.
    2024 INTERNATIONAL CONFERENCE ON SMART ENERGY SYSTEMS AND TECHNOLOGIES, SEST 2024, 2024,
  • [28] Minimum volume peeling: A robust nonparametric estimator of the multivariate mode
    Kirschstein, T.
    Liebscher, S.
    Porzio, G. C.
    Ragozini, G.
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2016, 93 : 456 - 468
  • [29] Nonparametric multivariate analysis of SDSS quasars by convex hull peeling
    Lee, Hyunsook
    STATISTICAL CHALLENGES IN MODERN ASTRONOMY IV, 2007, 371 : 425 - 426
  • [30] A SEQUENTIAL PROCEDURE FOR RANKING MULTIVARIATE NORMAL POPULATIONS
    SRIVASTA.MS
    TANEJA, VS
    ANNALS OF MATHEMATICAL STATISTICS, 1969, 40 (05): : 1879 - &