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| 研究生： |
甘貴華 |
|---|---|
| 論文名稱： |
投影追蹤法理論與應用之研究 |
| 指導教授： | 鄭天擇 |
| 學位類別： |
碩士
Master |
| 系所名稱： |
商學院 - 統計學系 Department of Statistics |
| 論文出版年： | 1990 |
| 畢業學年度： | 78 |
| 語文別： | 中文 |
| 論文頁數： | 48 |
| 相關次數： | 點閱：134 下載：0 |
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目錄
第一章 緒論……1
第二章 投影追蹤法……3
2.1 投影追蹤法的理由及目的……3
2.2 投影追蹤法的起與源定名……6
2.3 投影追蹤法的沿革……6
第三章 投影指數……11
3.1 投影指數的性質……11
3.2 熵指數……13
3.3 動差指數……18
3.3.1 Gram-Charlier 型A級數……19
3.3.2 累差型式……21
第四章 投影追蹤法在各種多變量統計方法上的應用……24
4.1 投影追蹤法的流程型態……24
4.1.1 迴歸分析……25
4.1.2 密度估計……28
4.2 判別分析……31
4.3 主成分分析……33
4.4 探測性分析……37
第五章 結論……40
參考文獻……44
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[4] Friedman. J.H. (1987) ... Exploratory Projection Pursuit." Journal of the American Statistical Association. 82.249-266.
[5] Friedman. J.H. and Stuetzle.W. (1981) ." Projection Pursuit Regression. "Journal of the American Statistical Association.76.817-823.
[6] Friedman. J.H. and Stuetzle,W. (1982) ." Projection Pursuit Methods for Data Analysis." In Modern Data Analysis (Launer.R.L. and Siegel.A.F. Eds) pp.123-147.New York:Academic Press.
[7] Friedman, J.H .. Stuetzle.W. and Schroeder.A. (1984). "Projection Pursuit Density Estimation," Journal of the American Statistical Association.79.599-608.
[8] Friedman, J.H. and Tukey,J.W. (1974). . .. .. A Projection Pursuit Algorithm for Exploratory Data Analysis IEEE Transactions on Computers.9,881-890.
[9] Hall.P. (1989)." On Projection Pursuit Regression." The Annals of Statistics.17.573-588.
[10] Hall.P. (1989). "On Polynomial-Based Projection Indices for Exploratory Projection Pursuit." The Annals of Statistics.17.589-605.
[11] Huber. P.J. (1985). "Projection Pursuit." The Annals of Statistics.13.435-475.
[12] Johnson. R.A. and Wichern.D.W. (1988) .Applied Multivariate Statistical Analysis.Second Edition.London :Prentice-Hall.lnc.
[13] Jones.M.C. and Sibson.R. (1987). "What is Projection Pursuit? "Journal of the Royal Statistical Society .Ser.A.150.1-36.
[14] Kendall.S.M. and Stuart.A. (1977) The Advanced Theory of Statistics.Vol.l.Fourth Edition.
[15] Kruska I , J. B. (1969) , "Toward a Practical Method which Helps Uncover the Structure of a Set 01 Multivariate Observations by Finding the Linear Transformation
which Optimizes a New "Index of Condensation ..... In Statistical Computation (Milton.R.C. and Nelder.J. A. Eds),pp.427-440.
[16] Kruskal,J.B. (1972). "Linear Transformation of Multivariate Data to Reveal Clustering." In Multidimensional Scaling: Theory and Applications in the Behavioural Sciences. Vol. I. ( Shepard.R.N .,Romney.A. k. and Nerlove. S.B. Eds ) pp.179-191. London: Seminar
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[17] LLG. and Chen.Z. (1985) Projection Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo." Journal of the American Statistical Association.80.759
[18] Renyi . A. (1970) Probability Theory. Amsterdam: North-Holland.
[19] Seber. G.A.F. (1984). Multivariate observations. New York: John Wiley.
[20] Silverman. B.V. (1986). Density Estimation for Statistics and Data Analysis. London. New York: Chapman and Hall.
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