Bounds for the largest Mahalanobis distance
نویسندگان
چکیده
منابع مشابه
Optimal Rescaling and the Mahalanobis Distance
One of the basic problems in data analysis lies in choosing the optimal rescaling (change of coordinate system) to study properties of a given data-set Y . The classical Mahalanobis approach has its basis in the classical normalization/rescaling formula Y 3 y → Σ Y · (y − mY ), where mY denotes the mean of Y and ΣY the covariance matrix . Based on the cross-entropy we generalize this approach a...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2006
ISSN: 0024-3795
DOI: 10.1016/j.laa.2006.04.007