Titolo
Nonlinear Principal Components II. Characterization of Normal Distribution
Periodico
Università degli Studi del Piemonte Orientale 'A. Avogadro' : Facoltà di Economia - Dipartimento di Scienze Economiche e Metodi Quantitativi "SEMEQ" - Quaderni
Anno: 2007 - Volume: 07 - Fascicolo: 16 - Pagina iniziale: 1 - Pagina finale: 17

Nonlinear principal components are defined for normal random vectors. Their properties are investigated and interpreted in terms of the classical linear principal components analysis. A characterization theorem is proven. All these results are employed to give a unitary interpretation to several different issues concerning Chernoff-Poincaré inequalities and their applications to characterization of normal distributions.



Testo completo: http://semeq.unipmn.it/files/quderno%20completo%20n.%2016.pdf

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