Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests.
Sárka HudecováMiroslav SimanPublished in: J. Multivar. Anal. (2024)
Keyphrases
- hyperplane
- support vector
- statistical tests
- training samples
- simple linear
- data points
- feature space
- input space
- support vector machine
- principal components
- linear classifiers
- locality sensitive
- incremental learning algorithm
- kernel function
- classification procedure
- maximal margin
- svm classifier
- support vectors
- linearly separable
- convex hull
- average distance
- stochastic processes
- high dimensional