Expected and unexpected values of individual Mahalanobis distances
| Autor: | Thomas Holgersson, Deliang Dai, Peter S. Karlsson |
|---|---|
| Rok vydání: | 2017 |
| Předmět: |
Statistics and Probability
Mahalanobis distance 010401 analytical chemistry Sampling (statistics) Sample (statistics) 02 engineering and technology Expected value 021001 nanoscience & nanotechnology 01 natural sciences 0104 chemical sciences Statistics Inverse covariance matrix 0210 nano-technology Mathematics Variable (mathematics) |
| Zdroj: | Communications in Statistics - Theory and Methods. 46:8999-9006 |
| ISSN: | 1532-415X 0361-0926 |
| DOI: | 10.1080/03610926.2016.1200096 |
| Popis: | This paper derives first-order sampling moments of individual Mahalanobis distances (MD) in cases when the dimension p of the variable is proportional to the sample size n. Asymptotic expected valu ... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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