42 citations · 237 across the 36 of their papers we have counts for
28 papers · 1 filter
Asymptotic testing of covariance separability for matrix elliptical data
Joni Virta, Takeru Matsuda
We propose a new asymptotic test for the separability of a covariance matrix. The null distribution is valid in wide matrix elliptical model that includes, in particular, both matr…
New M-estimator of the leading principal component
Joni Virta, Una Radojicic, Marko Voutilainen
We study the minimization of the non-convex and non-differentiable objective function in . In particula…
Unsupervised linear discrimination using skewness
Una Radojicic, Klaus Nordhausen, Joni Virta
It is well-known that, in Gaussian two-group separation, the optimally discriminating projection direction can be estimated without any knowledge on the group labels. In this work,…
Dimension estimation in PCA model using high-dimensional data augmentation
Una Radojicic, Joni Virta
We propose a modified, high-dimensional version of a recent dimension estimation procedure that determines the dimension via the introduction of augmented noise variables into the…
Measure of shape for object data
Joni Virta
Object data analysis is concerned with statistical methodology for datasets whose elements reside in an arbitrary, unspecified metric space. In this work we propose the object shap…
Structure-preserving non-linear PCA for matrices
Joni Virta, Andreas Artemiou
We propose MNPCA, a novel non-linear generalization of (2D){PCA}, a classical linear method for the simultaneous dimension reduction of both rows and columns of a set of matrix…