# Category: Multivariate statistics

Matching pursuit
Matching pursuit (MP) is a sparse approximation algorithm which finds the "best matching" projections of multidimensional data onto the span of an over-complete (i.e., redundant) dictionary . The basi
Hotelling's two-sample T-squared statistic
No description available.
Parallel analysis
Parallel analysis, also known as Horn's parallel analysis, is a statistical method used to determine the number of components to keep in a principal component analysis or factors to keep in an explora
Reification (statistics)
In statistics, reification is the use of an idealized model of a statistical process. The model is then used to make inferences connecting model results, which imperfectly represent the actual process
Box's M test
Box's M test is a multivariate statistical test used to check the equality of multiple variance-covariance matrices. The test is commonly used to test the assumption of homogeneity of variances and co
Guttman scale
In the analysis of multivariate observations designed to assess subjects with respect to an attribute, a Guttman scale (named after Louis Guttman) is a single (unidimensional) ordinal scale for the as
High-dimensional statistics
In statistical theory, the field of high-dimensional statistics studies data whose dimension is larger than typically considered in classical multivariate analysis. The area arose owing to the emergen
Hajek projection
In statistics, Hájek projection of a random variable on a set of independent random vectors is a particular measurable function of that, loosely speaking, captures the variation of in an optimal way.
Multivariate random variable
In probability, and statistics, a multivariate random variable or random vector is a list of mathematical variables each of whose value is unknown, either because the value has not yet occurred or bec
Information bottleneck method
The information bottleneck method is a technique in information theory introduced by Naftali Tishby, Fernando C. Pereira, and William Bialek. It is designed for finding the best tradeoff between accur
Geometric data analysis
Geometric data analysis comprises geometric aspects of image analysis, pattern analysis and shape analysis and the approach of multivariate statistics that treats arbitrary data sets as clouds of poin
Copula (probability theory)
In probability theory and statistics, a copula is a multivariate cumulative distribution function for which the marginal probability distribution of each variable is uniform on the interval [0, 1]. Co
Multivariate testing in marketing
In marketing, multivariate testing or multi-variable testing techniques apply statistical hypothesis testing on multi-variable systems, typically consumers on websites. Techniques of multivariate stat
Generalized Procrustes analysis
Generalized Procrustes analysis (GPA) is a method of statistical analysis that can be used to compare the shapes of objects, or the results of surveys, interviews, or panels. It was developed for anal
Procrustes analysis
In statistics, Procrustes analysis is a form of statistical shape analysis used to analyse the distribution of a set of shapes. The name Procrustes (Greek: Προκρούστης) refers to a bandit from Greek m
Least-squares spectral analysis
Least-squares spectral analysis (LSSA) is a method of estimating a frequency spectrum, based on a least squares fit of sinusoids to data samples, similar to Fourier analysis. Fourier analysis, the mos
Elliptical distribution
In probability and statistics, an elliptical distribution is any member of a broad family of probability distributions that generalize the multivariate normal distribution. Intuitively, in the simplif
Multivariate kernel density estimation
Kernel density estimation is a nonparametric technique for density estimation i.e., estimation of probability density functions, which is one of the fundamental questions in statistics. It can be view
Bivariate analysis
Bivariate analysis is one of the simplest forms of quantitative (statistical) analysis. It involves the analysis of two variables (often denoted as X, Y), for the purpose of determining the empirical
Multivariate statistics
Multivariate statistics is a subdivision of statistics encompassing the simultaneous observation and analysis of more than one outcome variable. Multivariate statistics concerns understanding the diff
Projection pursuit
Projection pursuit (PP) is a type of statistical technique which involves finding the most "interesting" possible projections in multidimensional data. Often, projections which deviate more from a nor
Mahalanobis distance
The Mahalanobis distance is a measure of the distance between a point P and a distribution D, introduced by P. C. Mahalanobis in 1936. Mahalanobis's definition was prompted by the problem of identifyi
Cluster-weighted modeling
In data mining, cluster-weighted modeling (CWM) is an algorithm-based approach to non-linear prediction of outputs (dependent variables) from inputs (independent variables) based on density estimation
Design matrix
In statistics and in particular in regression analysis, a design matrix, also known as model matrix or regressor matrix and often denoted by X, is a matrix of values of explanatory variables of a set
Hotelling's t-squared statistic
No description available.
Principal response curve
In multivariate statistics, principal response curves (PRC) are used for analysis of treatment effects in experiments with a repeated measures design. First developed as a special form of , PRC allow
Geometric median
In geometry, the geometric median of a discrete set of sample points in a Euclidean space is the point minimizing the sum of distances to the sample points. This generalizes the median, which has the