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Generalized principal components analysis: The non-linear version of the principal components analysis in which the goal is to determine the non-linear coordinate system which is most in agreement with the data configuration. For instance, for the bivariate data, y1,y2, if the quadratic coordinate system is sought, a variable z is defined as given below: with the coefficients being set up so that the variance of z is a maximum amongst all such quadratic functions of y1 and y2.
Hi , Im currently taking the course Financial Econometrics of Master of Finance at RMIT. I find it really difficult to understand the course''s material and now im having the majo
High-dimensional data : This term used for data sets which are characterized by the very large number of variables and a much more modest number of the observations. In the 21 st
The method of displaying the geographical variability of the disease on maps using different colors, shading, etc. The logic is not new, but the arrival of computers and computer g
Mardia's multivariate normality test is a test that a set of the multivariate data arise from the multivariate normal distribution against departures due to the kurtosis. The test
This is given by common network e.g. Phone Company. The public networks are those networks, which are given by common carriers. It can be a telephone company or an other organizati
Comparative exposure rate : A measure of alliance for use in a matched case-control study, de?ned as the ratio of the number of case-control pairs, where the case has greater expos
The Null Hypothesis - H0: γ 1 = γ 2 = ... = 0 i.e. there is no heteroscedasticity in the model The Alternative Hypothesis - H1: at least one of the γ i 's are not equal
Non parametric maximum likelihood (NPML) is a likelihood approach which does not need the specification of the full parametric family for the data. Usually, the non parametric max
Hypergeometric distribution is t he probability distribution related with the sampling without replacement from the population of finite size. If the population comprises of r ele
Interior analysis is the term now and again applied to analysis carried out on the fitted model in regression problem. The basic target of such analyses is the identification of
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