Applications of Multivariate Analysis

Abstract

Research was carried out in a number of areas of multivariate analysis. New methods have been proposed in the theory of M-estimation to safeguard against outliers. Asymptotic distributions have been derived under a minimal set of assumptions. Bootstrap techniques are extended to nonstandard situations. Theoretical and computational aspects of bootstrap are reviewed. Exact tests have been developed to test the significance of parent-offspring correlations. New methods have been devised for multitarget tracking. The new methods are found to be satisfactory as they depend on minimal assumptions and involve simpler computational algorithms. In the area of probability, Edgeworth expansions have been extended to cover the cases where some of the variables are not continuous, which is considered as a major advance from the point of view of practical applications. A new differential geometric structure of a statistical model is proposed which is more general and more informative than those considered earlier. The methods are applied to study properties of estimates of parameters.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jan 31, 1993
Accession Number
ADA265250

Entities

People

  • Calyampudi Radhakrishna Rao

Organizations

  • Pennsylvania State University

Tags

Communities of Interest

  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Banach Space
  • Computational Science
  • Data Association
  • Data Science
  • Estimators
  • Information Science
  • Mathematical Filters
  • Multitarget Tracking
  • Multivariate Analysis
  • Probability
  • Random Variables
  • Statistical Algorithms
  • Statistical Inference
  • Statistics
  • Surveys

Fields of Study

  • Mathematics

Readers

  • Statistical inference.
  • Theoretical Analysis.