Autore
Salinelli, Ernesto

Titolo
Optimal Nonlinear Transformations of Random Variables
Periodico
Università degli Studi del Piemonte Orientale 'A. Avogadro' : Facoltà di Economia - Dipartimento di Scienze Economiche e Metodi Quantitativi "SEMEQ" - Quaderni
Anno: 2008 - Fascicolo: 16 - Pagina iniziale: 1 - Pagina finale: 36

In this paper we deepen the study of the nonlinear principal components introduced by Salinelli in 1998, referring to a real random variable. New insights on their probabilistic and statistical meaning are given with some properties. An estimation procedure based on spline functions, adapting to a statistical framework the classical Rayleigh-Ritz method, is introduced. Asymptotic properties of the estimator are proved, providing the rate of convergence under suitable mild conditions. Some applications to the goodnessof- fit test and the construction of bivariate distributions are proposed.



Testo completo: http://semeq.unipmn.it/files/0816%20-%20Quaderno%20-%20Goia.pdf

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