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Functional data that are not perfectly aligned in the sense of not showing peaks and valleys at the precise same locations possess phase variation. This is commonly addressed by preprocessing the data via a warping procedure. As opposed to treating phase variation as a nuisance effect, it is...
Persistent link: https://www.econbiz.de/10010574461
This article defines and studies a depth for multivariate functional data. By the multivariate nature and by including a weight function, it acknowledges important characteristics of functional data, namely differences in the amount of local amplitude, shape, and phase variation. We study both...
Persistent link: https://www.econbiz.de/10010824030
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Kernel Principal Component Analysis extends linear PCA from a Euclidean space to any reproducing kernel Hilbert space. Robustness issues for Kernel PCA are studied. The sensitivity of Kernel PCA to individual observations is characterized by calculating the influence function. A robust Kernel...
Persistent link: https://www.econbiz.de/10008864112
Pareto-type distributions are extreme value distributions for which the extreme value index γ0. Classical estimators for γ0, like the Hill estimator, tend to overestimate this parameter in the presence of outliers. The empirical influence function plot, which displays the influence that each...
Persistent link: https://www.econbiz.de/10011056557
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In this paper we show that the recent notion of regression depth can be used as a data-analytic tool to measure the amount of separation between successes and failures in the binary response framework. Extending this algorithm allows us to compute the overlap in data sets which are commonly...
Persistent link: https://www.econbiz.de/10010316690
Persistent link: https://www.econbiz.de/10000147129
In this paper we show that the recent notion of regression depth can be used as a data-analytic tool to measure the amount of separation between successes and failures in the binary response framework. Extending this algorithm allows us to compute the overlap in data sets which are commonly...
Persistent link: https://www.econbiz.de/10009793277