Simplicial and minimal-variance distances in multivariate data analysis

DOI10.1007/s42519-021-00227-7zbMath1484.62062OpenAlexW4206490122MaRDI QIDQ2074654

Emily O'Riordan, Anatoly A. Zhigljavsky, Jonathan Gillard

Publication date: 10 February 2022

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-021-00227-7

zbMATH Keywords

generalized inverseMahalanobis distancesimplicesscatter

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (1)

Polynomial whitening for high-dimensional data

Uses Software

• UCI-ml
• glasso
• Scikit
• FADA

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