Fisher information matrix: A tool for dimension reduction, projection pursuit, independent component analysis, and more
نویسندگان
چکیده
منابع مشابه
Fisher information matrix: A tool for dimension reduction, projection pursuit, independent component analysis, and more
Hui & Lindsay (2010) proposed a new dimension reduction method for multivariate data. It was based on the so-called white noise matrices derived from the Fisher information matrix. Their theory and empirical studies demonstrated that this method can detect interesting features from high-dimensional data even with a moderate sample size. The theoretical emphasis in that paper was the detection o...
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ژورنال
عنوان ژورنال: Canadian Journal of Statistics
سال: 2012
ISSN: 0319-5724
DOI: 10.1002/cjs.11166