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Improved Measures of Kurtosis And Their Application in ICA

 

Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
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  • Product Description
 

Kurtosis plays important role in defining shape characteristics of a probability distribution, and also in extracting as well as sorting independent components. From recent research on various versions of classical kurtosis we see that all the measures substantially underestimate kurtosis parameter and exhibit high variability when underlying population distribution is highly skewed or heavy tailed. This is unwanted for ICA. In this book, we propose a bootstrap bias corrected estimator and compare it with the version of classical measure that is found best in recent works. We use both simulated and real data. Our proposed estimator performs better in the both cases. We then apply our measure in sorting independent components in two data sets and try to examine the capacity of PCA, ICA and ICA on PCA for finding groups. In both data sets ICA on PCA shows the maximum discriminating power whereas PCA the least. We recommend using our proposed measure in both extracting and sorting independent components.

Product Specifications
SKU :COC24904
AuthorMd. Shamim Reza and Mohammed Nasser
LanguageEnglish
BindingPaperback
Number of Pages184
Publishing Year10/17/2012
ISBN978-3659274046
Edition1 st
Book TypeStochastics
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-28 00:00:00