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2015 | Modelowanie wielowymiarowych struktur danych i analiza ryzyka | 9--21
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Some robust multivariate methods

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Parametric modeling of multivariate data, compared to the univariate case it is another class of problems. The normal distribution as an assumption is central by default, because of the wealth of multivariate statistical theory available exclusively for parametric model. On the other hand, some part of this theory does not permit the dimension d to exceed the sample size ».To avoid assuming normality as a default, nonparametric approaches are thus even more significant in the multivariate case. Nonparametric methods need much more development, however, this is still not easy. The practical goal becomes robust parametric modeling. It also can be desirable that nonparametric approaches work meaningfully in parametric settings. In this paper we try to discuss some clue problem connected with dimensionality of real data in research. (fragment of text)
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