메뉴 건너뛰기




Volumn , Issue , 2019, Pages 1-558

Applied Multivariate Statistical Analysis

Author keywords

Applications in Finance; Big Data Analysis; Cluster Analysis; Clustering; Computationally Intensive Techniques; Conjoint Measurement Analysis; Dimension Reduction Techniques; Discriminant Analysis; Hypothesis Testing; Lasso and Elastic Net; Multivariate Classification; Multivariate Data Analysis; Projection Persuit; quantitative finance; Sliced Inverse Regression; Variable Selection

Indexed keywords


EID: 85127794292     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1007/978-3-030-26006-4     Document Type: Book
Times cited : (167)

References (101)
  • 2
    • 0000974551 scopus 로고
    • Plots of high-dimensional data
    • D.F. Andrews, Plots of high-dimensional data. Biometrics 28, 125-136 (1972)
    • (1972) Biometrics , vol.28 , pp. 125-136
    • Andrews, D.F.1
  • 3
    • 84949331034 scopus 로고
    • Using faces to represent points in k-dimensional space graphically
    • H. Chernoff, Using faces to represent points in k-dimensional space graphically. J. Am. Stat. Assoc. 68,361-368 (1973)
    • (1973) J. Am. Stat. Assoc , vol.68 , pp. 361-368
    • Chernoff, H.1
  • 8
    • 0003097597 scopus 로고
    • Smoothing by weighted averaging of rounded points
    • W. Härdle, D.W. Scott, Smoothing by weighted averaging of rounded points. Comput. Stat. 7, 97-128 (1992)
    • (1992) Comput. Stat , vol.7 , pp. 97-128
    • Härdle, W.1    Scott, D.W.2
  • 11
    • 0022140354 scopus 로고
    • A goodness of fit test for binary regression models based on smoohting methods
    • A. Inselberg, A goodness of fit test for binary regression models based on smoohting methods. Vis. Comput. 1,69-91 (1985)
    • (1985) Vis. Comput , vol.1 , pp. 69-91
    • Inselberg, A.1
  • 12
    • 85148406044 scopus 로고
    • Polzehl, implementation of kernel based indices in xgobi. Discussion paper 47, sfb 373
    • S. Klinke, Polzehl, Implementation of kernel based indices in XGobi. Discussion paper 47, SFB 373, Humboldt-University of Berlin (1995)
    • (1995) Humboldt-University of Berlin
    • Klinke, S.1
  • 14
    • 0001473437 scopus 로고
    • On estimating of a probability density and mode
    • E. Parzen, On estimating of a probability density and mode. Ann. Math. Stat. 35,1065-1076 (1962)
    • (1962) Ann. Math. Stat , vol.35 , pp. 1065-1076
    • Parzen, E.1
  • 15
    • 0001529784 scopus 로고
    • Remarks on some nonparametric estimates of a density function
    • M. Rosenblatt, Remarks on some nonparametric estimates of a density function. Ann. Math. Stat. 27, 832-837 (1956)
    • (1956) Ann. Math. Stat , vol.27 , pp. 832-837
    • Rosenblatt, M.1
  • 16
    • 0000216844 scopus 로고
    • Averaged shifted histograms: Effective nonparametric density estimation in several dimensions
    • D.W. Scott, Averaged shifted histograms: effective nonparametric density estimation in several dimensions. Ann. Stat. 13, 1024-1040 (1985)
    • (1985) Ann. Stat , vol.13 , pp. 1024-1040
    • Scott, D.W.1
  • 19
    • 0005394388 scopus 로고
    • On the smoothing of probability density functions
    • P. Whittle, On the smoothing of probability density functions. J. Royal Stat. Soc. Ser. B 55, 549-557 (1958)
    • (1958) J. Royal Stat. Soc. Ser. B , vol.55 , pp. 549-557
    • Whittle, P.1
  • 22
    • 0000988073 scopus 로고
    • New light on the correlation coefficient and its transform
    • H. Hotelling, New light on the correlation coefficient and its transform. J. Royal Stat. Soc. Ser. B 15, 193-232 (1953)
    • (1953) J. Royal Stat. Soc. Ser. B , vol.15 , pp. 193-232
    • Hotelling, H.1
  • 24
    • 54949124220 scopus 로고    scopus 로고
    • Nonparametric risk management with generalized hyperbolic distributions
    • Y. Chen, W. Härdle, S.-O. Jeong, Nonparametric risk management with generalized hyperbolic distributions. J. Am. Stat. Assoc. 103, 910-923 (2008)
    • (2008) J. Am. Stat. Assoc , vol.103 , pp. 910-923
    • Chen, Y.1    Härdle, W.2    Jeong, S.-O.3
  • 27
    • 0345399126 scopus 로고
    • The probable error of a mean
    • W.S. Gosset, The probable error of a mean. Biometrika 6, 1-25 (1908)
    • (1908) Biometrika , vol.6 , pp. 1-25
    • Gosset, W.S.1
  • 31
    • 0000834243 scopus 로고
    • Mémoire sur la probabilité des causes parles événements
    • Pierre-Simon Laplace. Mémoire sur la Probabilité des Causes parles événements. Savants étranges, Vol.6:621-656 (1774)
    • (1774) Savants étranges , vol.6 , pp. 621-656
    • Laplace, P.-S.1
  • 32
    • 0000795592 scopus 로고
    • Fonctions de répartition à n dimensions et leurs marges
    • A. Sklar, Fonctions de répartition à n dimensions et leurs marges. Publ. Inst. Statist. Univ. Paris 8, 229-231 (1959)
    • (1959) Publ. Inst. Statist. Univ. Paris , vol.8 , pp. 229-231
    • Sklar, A.1
  • 38
    • 4344708830 scopus 로고
    • Maximum likelihood estimation in a two-way analysis with correlated errors in one classification
    • I. Olkin, M. Veath, Maximum likelihood estimation in a two-way analysis with correlated errors in one classification. Biometrika 68, 653-660 (1980)
    • (1980) Biometrika , vol.68 , pp. 653-660
    • Olkin, I.1    Veath, M.2
  • 40
  • 41
    • 77950537175 scopus 로고    scopus 로고
    • Regularization paths for generalized linear models via coordinate descent
    • J.H. Friedman, T. Hastie, R. Tibshirani, Regularization paths for generalized linear models via coordinate descent. J. Stat. Softw. 33 (2010)
    • (2010) J. Stat. Softw , pp. 33
    • Friedman, J.H.1    Hastie, T.2    Tibshirani, R.3
  • 43
    • 37849035696 scopus 로고    scopus 로고
    • The group lasso for logistic regression
    • L. Meier, S. van de Geer, P. Buhlmann, The group lasso for logistic regression. JRSSB 70, 53-71 (2008)
    • (2008) JRSSB , vol.70 , pp. 53-71
    • Meier, L.1    Van De Geer, S.2    Buhlmann, P.3
  • 45
    • 0345327592 scopus 로고    scopus 로고
    • A simple and efficient algorithm for gene selection using sparse logistic regression
    • S.K. Shevade, S.S. Keerthi, A simple and efficient algorithm for gene selection using sparse logistic regression. Bioinformatics 19, 2246-2253 (2003)
    • (2003) Bioinformatics , vol.19 , pp. 2246-2253
    • Shevade, S.K.1    Keerthi, S.S.2
  • 47
    • 0001287271 scopus 로고    scopus 로고
    • Regression shrinkage and selection via the lasso
    • R. Tibshirani, Regression Shrinkage and Selection via the Lasso. J. Royal Stat. Soc. Ser. B 58, 267-288 (1996)
    • (1996) J. Royal Stat. Soc. Ser. B , vol.58 , pp. 267-288
    • Tibshirani, R.1
  • 48
    • 33645035051 scopus 로고    scopus 로고
    • Model selection and estimation in regression with grouped variables
    • M. Yuan, Y. Lin, Model selection and estimation in regression with grouped variables. J. Royal Stat. Soc. Ser. B 68, 49-67 (2006)
    • (2006) J. Royal Stat. Soc. Ser. B , vol.68 , pp. 49-67
    • Yuan, M.1    Lin, Y.2
  • 49
    • 16244401458 scopus 로고    scopus 로고
    • Regularization and variable selection via the elastic net
    • H. Zou, T. Hastie, Regularization and variable selection via the elastic net. J. Royal Stat. Soc. Ser. B 67, 301-320 (2005)
    • (2005) J. Royal Stat. Soc. Ser. B , vol.67 , pp. 301-320
    • Zou, H.1    Hastie, T.2
  • 51
    • 3943100672 scopus 로고    scopus 로고
    • The dynamics of implied volatilities: A common principal components approach
    • M.R. Fengler, W. Hardie, C. Villa, The dynamics of implied volatilities: a common principal components approach. Rev. Deriv. Res. 6, 179-202 (2003)
    • (2003) Rev. Deriv. Res , vol.6 , pp. 179-202
    • Fengler, M.R.1    Hardie, W.2    Villa, C.3
  • 53
    • 0001437379 scopus 로고
    • An algorithm for simultaneous orthogonal transformation of several positive definite symmetric matrices to nearly diagonal form. Siam
    • B. Flury, W. Gautschi, An Algorithm for simultaneous orthogonal transformation of several positive definite symmetric matrices to nearly diagonal form. SIAM J. Sci. Stat. Comput. 7, 169-184 (1986)
    • (1986) J. Sci. Stat. Comput , vol.7 , pp. 169-184
    • Flury, B.1    Gautschi, W.2
  • 56
    • 0000697225 scopus 로고
    • A note on multiplying factors for various chi-squared approximations
    • M.S. Bartlett, A note on multiplying factors for various chi-squared approximations. JRSSB 16, 296-298 (1954)
    • (1954) JRSSB , vol.16 , pp. 296-298
    • Bartlett, M.S.1
  • 58
    • 84932719415 scopus 로고
    • The varimax criterion for analytic rotation in factor analysis
    • H.F. Kaiser, The varimax criterion for analytic rotation in factor analysis. Psychometrika 23, 187- 200 (1985)
    • (1985) Psychometrika 23, 187- , pp. 200
    • Kaiser, H.F.1
  • 60
    • 84969135721 scopus 로고    scopus 로고
    • K-means++: The advantages of careful seeding
    • Philadelphia, PA, USA, Society for Industrial and Applied Mathematics. ISBN 978-0898716-24-5
    • D. Arthur, S. Vassilvitskii, K-means++: the advantages of careful seeding, in Proceedings of the Eighteenth Annual ACM-SIAM Symposium on Discrete Algorithms, SODA’07, Philadelphia, PA, USA (2007), pp. 1027-1035. Society for Industrial and Applied Mathematics. ISBN 978-0898716-24-5. http://dl.acm.org/citation.cfm?id=1283383.1283494
    • (2007) Proceedings of the Eighteenth Annual ACM-SIAM Symposium on Discrete Algorithms, SODA’07 , pp. 1027-1035
    • Arthur, D.1    Vassilvitskii, S.2
  • 61
    • 85148412139 scopus 로고    scopus 로고
    • , Adaptive weights clustering. J. R. Stat. Soc
    • K. Efimov, L. Adamyan, V. Spokoiny, Adaptive weights clustering. J. R. Stat. Soc. (2017)
    • (2017)
    • Efimov, K.1    Adamyan, L.2    Spokoiny, V.3
  • 62
    • 85148385812 scopus 로고
    • Pattern Recognition with Fuzzy Objective Function Algorithms. Kluwer Academic Publishers, Norwell, MA, USA, ISBN 0306406713
    • C. James, Bezdek (Pattern Recognition with Fuzzy Objective Function Algorithms. Kluwer Academic Publishers, Norwell, MA, USA, 1981). ISBN 0306406713
    • (1981) Bezdek
    • James, C.1
  • 63
    • 0020102027 scopus 로고
    • Least squares quantization in pcm
    • S.P. Lloyd, Least squares quantization in PCM. IEEE Trans. Inf. Theory 28, 129-137 (1982)
    • (1982) IEEE Trans. Inf. Theory , vol.28 , pp. 129-137
    • Lloyd, S.P.1
  • 64
    • 34548583274 scopus 로고    scopus 로고
    • A tutorial on spectral clustering
    • ISSN 09603174
    • U. Luxburg, A tutorial on spectral clustering. Stat. Comput. 17(4), 395-416 (2007). ISSN 09603174. http://dx.doi.org/10.1007/s11222-007-9033-z
    • (2007) Stat. Comput , vol.17 , Issue.4 , pp. 395-416
    • Luxburg, U.1
  • 66
    • 84879799188 scopus 로고
    • Estimation of error rates in discriminant analysis
    • PA. Lachenbruch, M.R. Mickey, Estimation of error rates in discriminant analysis. Technometrics 10, 1-11 (1968)
    • (1968) Technometrics , vol.10 , pp. 1-11
    • Lachenbruch, P.A.1    Mickey, M.R.2
  • 69
    • 0000988073 scopus 로고
    • New light on the correlation coefficient and its transformation
    • H. Hotelling, New light on the correlation coefficient and its transformation. J. R. Stat. Soc. Ser B 15(1), 193-232 (1953)
    • (1953) J. R. Stat. Soc. Ser B , vol.15 , Issue.1 , pp. 193-232
    • Hotelling, H.1
  • 73
    • 0000693706 scopus 로고
    • Analysis of factorial experiments by estimating a monotone transformation of data
    • J.B. Kruskal, Analysis of factorial experiments by estimating a monotone transformation of data. J. R. Stat. Soc. Ser B 27, 251-263 (1965)
    • (1965) J. R. Stat. Soc. Ser B , vol.27 , pp. 251-263
    • Kruskal, J.B.1
  • 76
    • 84881499895 scopus 로고
    • Comment on “sliced inverse regression for dimension reduction”
    • R.D. Cook, S. Weisberg, Comment on “Sliced inverse regression for dimension reduction”. J. Am. Stat. Assoc. 86(414), 328-332 (1991)
    • (1991) J. Am. Stat. Assoc , vol.86 , Issue.414 , pp. 328-332
    • Cook, R.D.1    Weisberg, S.2
  • 77
    • 0000975683 scopus 로고
    • Slicing regression: A link-free regression method
    • N. Duan, K.-C. Li, Slicing regression: a link-free regression method. Ann. Stat. 19(2), 505-530 (1991)
    • (1991) Ann. Stat , vol.19 , Issue.2 , pp. 505-530
    • Duan, N.1    Li, K.-C.2
  • 80
    • 0016102310 scopus 로고
    • A projection pursuit algorithm for exploratory data analysis
    • J.H. Friedman, J.W. Tukey, A projection pursuit algorithm for exploratory data analysis. IEEE Trans. Comput. C 23, 881-890 (1974)
    • (1974) IEEE Trans. Comput. C , vol.23 , pp. 881-890
    • Friedman, J.H.1    Tukey, J.W.2
  • 81
    • 0041753016 scopus 로고
    • On almost linearity of low dimensional projections from high dimensional data
    • P. Hall, K.-C. Li, On almost linearity of low dimensional projections from high dimensional data. Ann. Stat. 21(2), 867-889 (1993)
    • (1993) Ann. Stat , vol.21 , Issue.2 , pp. 867-889
    • Hall, P.1    Li, K.-C.2
  • 82
    • 0000270234 scopus 로고
    • The efficiency of some non-parametric competitors of the t-test
    • J.L. Hodges, E.L. Lehman, The efficiency of some non-parametric competitors of the t-test. Ann. Math. Stat. 27, 324-335 (1956)
    • (1956) Ann. Math. Stat , vol.27 , pp. 324-335
    • Hodges, J.L.1    Lehman, E.L.2
  • 83
    • 0000263797 scopus 로고
    • Projection pursuit
    • P. Huber, Projection pursuit. Ann. Stat. 13(2), 435-475 (1985)
    • (1985) Ann. Stat , vol.13 , Issue.2 , pp. 435-475
    • Huber, P.1
  • 84
    • 0002599871 scopus 로고
    • What is projection pursuit? (with discussion)
    • M.C. Jones, R. Sibson, What is projection pursuit? (With discussion). J. R. Stat. Soc. Ser. A 150(1), 1-36 (1987)
    • (1987) J. R. Stat. Soc. Ser. A , vol.150 , Issue.1 , pp. 1-36
    • Jones, M.C.1    Sibson, R.2
  • 85
    • 0003686431 scopus 로고
    • The Advanced Theory of Statistics (Griffin, London
    • K. Kendall, S. Stuart, Distribution Theory, vol. 1, The Advanced Theory of Statistics (Griffin, London, 1977)
    • (1977) Distribution Theory , vol.1
    • Kendall, K.1    Stuart, S.2
  • 86
    • 0002975747 scopus 로고
    • Toward a practical method which helps uncover the structure of a set of observations by finding the line tranformation which optimizes a new “index of condensation”
    • ed. by R.C. Milton, J.A. Nelder (Academic Press, New York
    • J.B. Kruskal, Toward a practical method which helps uncover the structure of a set of observations by finding the line tranformation which optimizes a new “index of condensation”, in Statistical Computation, ed. by R.C. Milton, J.A. Nelder (Academic Press, New York, 1969), pp. 427-440
    • (1969) Statistical Computation , pp. 427-440
    • Kruskal, J.B.1
  • 87
    • 40649095632 scopus 로고
    • Linear transformation of multivariate data to reveal clustering
    • ed. by R.N. Shepard, A.K. Romney, S.B. Nerlove (Seminar Press, London
    • J.B. Kruskal, Linear transformation of multivariate data to reveal clustering, in Multidimensional Scaling: Theory and Applications in the Behavioural Sciences, volume 1, ed. by R.N. Shepard, A.K. Romney, S.B. Nerlove (Seminar Press, London, 1972), pp. 179-191
    • (1972) Multidimensional Scaling: Theory and Applications in the Behavioural Sciences , vol.1 , pp. 179-191
    • Kruskal, J.B.1
  • 88
    • 84945116550 scopus 로고
    • Sliced inverse regression for dimension reduction (With discussion)
    • K.-C. Li, Sliced inverse regression for dimension reduction (with discussion). J. Am. Stat. Assoc. 86(414), 316-342(1991)
    • (1991) J. Am. Stat. Assoc , vol.86 , Issue.414 , pp. 316-342
    • Li, K.-C.1
  • 89
    • 84950441056 scopus 로고
    • On principal hessian directions for data visualization and dimension reduction: Another application of stein’s lemma
    • K.-C. Li, On principal Hessian directions for data visualization and dimension reduction: another application of Stein’s lemma. J. Am. Stat. Assoc. 87, 1025-1039 (1992)
    • (1992) J. Am. Stat. Assoc , vol.87 , pp. 1025-1039
    • Li, K.-C.1
  • 90
    • 0001500115 scopus 로고
    • Functions of positive and negative type and their connection with the theory of integral equations
    • J. Mercer, Functions of positive and negative type and their connection with the theory of integral equations. Philos. Trans. R. Soc. Lond. 209, 415-446 (1909)
    • (1909) Philos. Trans. R. Soc. Lond , vol.209 , pp. 415-446
    • Mercer, J.1
  • 91
    • 21344478847 scopus 로고
    • Determining the dimensionality in sliced inverse regression
    • J.R. Schott, Determining the dimensionality in sliced inverse regression. J. Am. Stat. Assoc. 89(425), 141-148 (1994)
    • (1994) J. Am. Stat. Assoc , vol.89 , Issue.425 , pp. 141-148
    • Schott, J.R.1
  • 98
    • 84980104458 scopus 로고
    • Financial ratios, discriminant analysis and the prediction of corporate bankruptcy
    • E.I. Altman, Financial ratios, discriminant analysis and the prediction of corporate bankruptcy. J. Finan. 23, 589-609 (1968)
    • (1968) J. Finan , vol.23 , pp. 589-609
    • Altman, E.I.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.