A Reduction Paradigm for Multivariate Laws

Chiaromonte F (1997). A Reduction Paradigm for Multivariate Laws. IIASA Interim Report. IIASA, Laxenburg, Austria: IR-97-015

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Abstract

A "reduction paradigm" is a theoretical framework which provides a definition of structures for multivariate laws, and allows to simplify their representation and statistical analysis. The main idea is to decompose a law as the superimposition of a "structural term" and a "noise," so that the latter can be neglected "without loss of information on the structure." When the lower structural term is supported by a lower-dimensional affine subspace, an "exhaustive dimension reduction" is achieved. We describe the reduction paradigm that results from selecting white noises, and convolution as superposition mechanism.

Item Type: Monograph (IIASA Interim Report)
Research Programs: Technological and Economic Dynamics (TED)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:09
Last Modified: 25 Oct 2016 18:46
URI: http://pure.iiasa.ac.at/5276

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