In this paper, the potentialities of transvariation (Gini, 1959) in measuring the separation between two groups of multivariate observations are explored. With this aim, a modified version of Gini’s notion of multidimensional transvariation is proposed. It allows to derive a measure of group separation, which can be profitably used in discriminating between two groups. The performance of the measure is tested through simulation experiments. The results show that the proposed measure is not sensitive to distributional assumptions and highlight its robustness against outliers.
D.G. Calò (2006). On a Transvariation Based Measure of Group Separability. JOURNAL OF CLASSIFICATION, 23(1), 143-167 [10.1007/s00357-006-0008-0].
On a Transvariation Based Measure of Group Separability
CALO', DANIELA GIOVANNA
2006
Abstract
In this paper, the potentialities of transvariation (Gini, 1959) in measuring the separation between two groups of multivariate observations are explored. With this aim, a modified version of Gini’s notion of multidimensional transvariation is proposed. It allows to derive a measure of group separation, which can be profitably used in discriminating between two groups. The performance of the measure is tested through simulation experiments. The results show that the proposed measure is not sensitive to distributional assumptions and highlight its robustness against outliers.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.