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Procrustes analysis is a technique of comparing the alternative geometrical representations of a group of multivariate data or of the proximity matrix, for instance, two competing multidimensional scaling solutions for the latter. The two solutions are compared to each other using a residual sum of the squares criterion, which is minimized by permitting the coordinates corresponding to one solution to be rotated, reflected and translated relative to other. Generalized Procrustes analysis permits comparison of more than two alternative solutions by at the same time translating, rotating and reflecting them so as to optimize the predefined goodness-of-fit measure.
Oracle property is a name given to techniques for estimating the regression parameters in the models fitted to high-dimensional data which have the property that they can correctl
Zero sumgame is a game played by the number of persons in which the winner takes all stakes given by the losers so that the algebraic sum of gains at any stage is zero. Number of
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
Formal graphical representation of the "causal diagrams" or the "path diagrams" where the relationships are directed but acyclic (that is no feedback relations allowed). Plays an
Interval-censored observations are the observations which often occur in the context of studies of time elapsed to the particular event when subjects are not monitored regularl
Laplace distribution : The probability distribution, f(x), given by the following formula Can be derived as the distribution of the difference of two independent random var
need answers to questions in book advanced and multivariate statistical methods
Multitrait multi method model (MTMM) is the form of confirmatory factor analysis model in which the different techniques of measurement are used to measure each of the latent vari
Conjoint analysis : The method used basically in market research which is similar in many respects to the various dimensional scaling. The method attempts to assign values to the l
Genetic algorithms: The optimization events motivated by the biological analogies. The prime idea is to try to mimic the 'survival of the fittest' rule of the genetic mutation in
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