Resumen
For data living in a manifold M⊆R m and a point p∈M, we consider a statistic U k,n which estimates the variance of the angle between pairs (X i −p,X j −p) of vectors, for data points X i , X j , near p, and we evaluate this statistic as a tool for estimation of the intrinsic dimension of M at p. Consistency of the local dimension estimator is established and the asymptotic distribution of U k,n is found under minimal regularity assumptions. Performance of the proposed methodology is compared against state-of-the-art methods on simulated data and real datasets.
Idioma original | Inglés |
---|---|
Páginas (desde-hasta) | 229-247 |
Número de páginas | 19 |
Publicación | Journal of Multivariate Analysis |
Volumen | 173 |
DOI | |
Estado | Publicada - set. 2019 |
Publicado de forma externa | Sí |