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Robust Retrospective Multiple Change-point Estimation for Multivariate Data
Change-point estimation multivariate data Kruskal-Wallis test robust statistics joint segmentation
2011/3/18
We propose a non-parametric statistical procedure for detecting multiple change-points in multidimensional signals. The method is based on a test statistic that generalizes the well-known Kruskal-Wall...
Propagation of outliers in multivariate data
Breakdown point contamination model independent contamination influence function robustness
2010/3/18
We investigate the performance of robust estimates of multivariate
location under nonstandard data contamination models such as
componentwise outliers (i.e., contamination in each variable is indepe...
Sparse partial least squares for on-line variable selection in multivariate data streams
Sparse partial least squares on-line variable selection multivariate data streams
2010/3/18
In this paper we propose a computationally efficient algorithm for on-line variable
selection in multivariate regression problems involving high dimensional data streams.
The algorithm recursively e...