Dimension of the Singular Sets of Plane-Fitters
Ellis, Steven P.
Ann. Statist., Tome 23 (1995) no. 6, p. 490-501 / Harvested from Project Euclid
Let $n > p > k > 0$ be integers. Let $\delta$ be any technique for fitting $k$-planes to $p$-variate data sets of size $n$, for example, linear regression, principal components or projection pursuit. Let $\mathscr{Y}$ be the set of data sets which are (1) singularities of $\delta$, that is, near them $\delta$ is unstable (for example, collinear data sets are singularities of least squares regression) and (2) nondegenerate, that is, their rank, after centering, is at least $k$. It is shown that the Hausdorff dimension, $\dim_H(\mathscr{Y})$, of $\mathscr{Y}$ is at least $nk + (k + 1)(p - k) - 1$. This bound is tight. Under hypotheses satisfied by some projection pursuits (including principal components), $\dim_H(\mathscr{Y}) \geq np - 2$, that is, once singularity is taken into account, only two degrees of freedom remain in the problem! These results have implications for multivariate data description, resistant plane-fitting and jackknifing and bootstrapping plane-fitting.
Publié le : 1995-04-14
Classification:  Bootstrap,  collinearity,  Hausdorff dimension,  jackknife,  principal components,  projection pursuit,  regression,  62H99,  62J99
@article{1176324532,
     author = {Ellis, Steven P.},
     title = {Dimension of the Singular Sets of Plane-Fitters},
     journal = {Ann. Statist.},
     volume = {23},
     number = {6},
     year = {1995},
     pages = { 490-501},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176324532}
}
Ellis, Steven P. Dimension of the Singular Sets of Plane-Fitters. Ann. Statist., Tome 23 (1995) no. 6, pp.  490-501. http://gdmltest.u-ga.fr/item/1176324532/