Titolo
Nonlinear Principal Components III. Univariate Distributions
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: 17 - Pagina iniziale: 1 - Pagina finale: 29

Nonlinear Principal Components for a random variable are introduced as solutions of a variance maximization problem. Existence results and different properties are investigated; in particular, a characterization theorem is proved. Several examples complete the analysis. An estimation procedure based on splines is introduced and its properties are illustrated through simulations. Lastly, applications to goodness-of-fit test, dependence analysis and construction of bivariate distributions are discussed.



Testo completo: http://semeq.unipmn.it/files/quderno%20completo%20n.%2017.pdf

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