Autore
Salinelli, Ernesto

Titolo
Nonlinear Principal Components of univariate unimodal distributions
Periodico
Università degli Studi del Piemonte Orientale 'A. Avogadro' : Facoltà di Economia - Dipartimento di Scienze Economiche e Metodi Quantitativi "SEMEQ" - Quaderni
Anno: 2008 - Fascicolo: 2 - Pagina iniziale: 1 - Pagina finale: 25

Nonlinear Principal Components of univariate symmetric unimodal distributions are considered focusing on the regularity and concavity properties of the first NLPC transformation. This allows to extend a characterization result by Purkayastha and Bhandari of uniform distributions obtained via the Chernoff inequality, and to prove a comparison result on the variances of the first NLPCs. Explicit computation and estimation of NLPCs transformations for a family of unimodal densities is performed. A goodness-of-fit test for the Wigner distribution is introduced and developed. Key Words: symmetric unimodal distributions, nonlinear principal components, concavity, Wigner distribution, Chernoff inequality.



Testo completo: http://semeq.unipmn.it/files/quaderno%20completo%20berchio%202.2008.pdf

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