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Projection indices and multimodality for mixtures of normal distributions

Author

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  • Eslava, G.
  • Marriott, F. H. C.

Abstract

Projection pursuit indices are intended to give 'interesting' one- or two-dimensional projections of data points in higher-dimensional spaces. This paper compares the performance of seven such indices. They are all minimum for a normal distribution, and are standardized to be zero for that case. They are compared by considering projections of a mixture of four trivariate spherical normal distributions with means at the vertices of a regular tetrahedron.

Suggested Citation

  • Eslava, G. & Marriott, F. H. C., 1999. "Projection indices and multimodality for mixtures of normal distributions," Statistics & Probability Letters, Elsevier, vol. 43(3), pages 289-297, July.
    • Handle: RePEc:eee:stapro:v:43:y:1999:i:3:p:289-297
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