Selecting the length of a principal curve within a Gaussian model
From MaRDI portal
Publication:1951117
DOI10.1214/13-EJS775zbMath1337.62074MaRDI QIDQ1951117
Publication date: 29 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1359382683
Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Nonparametric estimation (62G05)
Related Items (2)
Regularity of densities in relaxed and penalized average distance problem ⋮ On principal curves with a length constraint
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the shortest spanning subtree of a graph and the traveling salesman problem
- Optimal model selection in density estimation
- Model selection for simplicial approximation
- Slope heuristics: overview and implementation
- Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
- Estimating the dimension of a model
- Risk bounds for model selection via penalization
- Minimal penalties for Gaussian model selection
- The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
- Principal curves with bounded turn
- Principal Curves
- The Geometry of Nonparametric Filament Estimation
- Parameter Selection for Principal Curves
- A Case Study in Pharmacologic Colon Imaging Using Principal Curves in Single-Photon Emission Computed Tomography
- Some Comments on C P
- Another look at principal curves and surfaces
- Gaussian model selection
This page was built for publication: Selecting the length of a principal curve within a Gaussian model