Search: onr:"swepub:oai:DiVA.org:lnu-55787" >
Expected and unexpe...
Expected and unexpected values of Individual Mahalanobis Distances
-
- Dai, Deliang, 1953- (author)
- Linnéuniversitetet,Institutionen för nationalekonomi och statistik (NS),DISA;DISA-DSM
-
- Holgersson, Thomas, 1968- (author)
- Linnéuniversitetet,Institutionen för nationalekonomi och statistik (NS),Ctr Data Intens Sci & Applicat, DISA
-
- Karlsson, Peter S., 1968- (author)
- Linnéuniversitetet,Institutionen för nationalekonomi och statistik (NS)
-
(creator_code:org_t)
- 2017-05-24
- 2017
- English.
-
In: Communications in Statistics - Theory and Methods. - : Taylor & Francis. - 0361-0926 .- 1532-415X. ; 46:18, s. 8999-9006
- Related links:
-
https://urn.kb.se/re...
-
show more...
-
https://doi.org/10.1...
-
show less...
Abstract
Subject headings
Close
- This paper derives first-order sampling moments of individual Mahalanobis distances (MD) in cases when the dimension p of the variable is proportional to the sample size n. Asymptotic expected values when n, p → ∞ are derived under the assumption p/n → c, 0 ⩽ c < 1. It is shown that some types of standard estimators remain unbiased in this case, while others are asymptotically biased, a property that appears to be unnoticed in the literature. Second order moments are also supplied to give some additional insight to the matter.
Subject headings
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Keyword
- Increasing dimension
- Mahalanobis distance
- Expected values
- Inverse covariance matrix
- Statistics/Econometrics
- Statistik
Publication and Content Type
- ref (subject category)
- art (subject category)
Find in a library
To the university's database