Analytic formulae for projection indices in a robustness experiment
نویسنده
چکیده
Exploratory projection pursuit is a method for finding interesting projections of highdimensional multivariate data sets. Typically interesting projections are found by numerically optimizing a measure of non-normality over projection direction. In general, explicit computation of a projection index is impossible although for certain restricted situations an index may be computed analytically. This article provides explicit formulae for two projection indices acting on a particular distributional set-up.
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