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Graphical modelling and the Mahalanobis distance.
- Source :
- Journal of Applied Statistics; Nov2005, Vol. 32 Issue 9, p959-967, 9p, 1 Diagram, 4 Charts
- Publication Year :
- 2005
-
Abstract
- I consider the problem of estimating the Mahalanobis distance between multivariate normal populations when the population covariance matrix satisfies a graphical model. In addition to providing a clear understanding of the dependencies in a multivariate data set, the use of graphical models can reduce the variability of the estimated distances and improve inferences. I derive the asymptotic distribution of the estimated Mahalanobis distance under a general covariance model, which includes graphical models as a special case. Two examples are discussed. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 02664763
- Volume :
- 32
- Issue :
- 9
- Database :
- Complementary Index
- Journal :
- Journal of Applied Statistics
- Publication Type :
- Academic Journal
- Accession number :
- 19216048
- Full Text :
- https://doi.org/10.1080/02664760500163680