کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
9741807 | 1489781 | 2005 | 20 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
The maximum spacing estimation for multivariate observations
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: The maximum spacing estimation for multivariate observations The maximum spacing estimation for multivariate observations](/preview/png/9741807.png)
چکیده انگلیسی
For independently and identically distributed (i.i.d.) univariate observations a new estimation method, the maximum spacing (MSP) method, was defined in Ranneby (Scand. J. Statist. 11 (1984) 93) and independently by Cheng and Amin (J. Roy. Statist. Soc. B 45 (1983) 394). The idea behind the method, as described by Ranneby (Scand. J. Statist. 11 (1984) 93), is to approximate the Kullback-Leibler information so each contribution is bounded from above. In the present paper the MSP-method is extended to multivariate observations. Since we do not have any natural order relation in Rd when d>1 the approach has to be modified. Essentially, there are two different approaches, the geometric or probabilistic counterpart to the univariate case. If we to each observation attach its Dirichlet cell, the geometrical correspondence is obtained. The probabilistic counterpart would be to use the nearest neighbor balls. This, as the random variable, giving the probability for the nearest neighbor ball, is distributed as the minimum of (n-1) i.i.d. uniformly distributed variables on the interval (0, 1), regardless of the dimension d. Both approaches are discussed in the present paper.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 129, Issues 1â2, 15 February 2005, Pages 427-446
Journal: Journal of Statistical Planning and Inference - Volume 129, Issues 1â2, 15 February 2005, Pages 427-446
نویسندگان
Bo Ranneby, S. Rao Jammalamadaka, Alex Teterukovskiy,