Weak limit theorems for univariate k-mean clustering under a nonregular condition

Regis J. Serinko and Gutti Jogesh Babu

Journal of Multivariate Analysis, 1992, vol. 41, issue 2, 273-296

Abstract: A set of n points sampled from a common distribution F, is partitioned into k >= 2 groups that maximize the between group sum of squares. The asymptotic normality of the vector of probabilities of lying in each group and the vector of group means is known under the condition that a particular function, depending on F, has a nonsingular Hessian. This condition is not met by the double exponential distribution with k = 2. However, in this case it is shown that limiting distribution for the probability is b sign(W) [radical sign]W and for the two means it is ai sign(W) [radical sign]W, where W ~ N(0,1) and b, a1, and a2 are constants. The rate of convergence in n1/4 and the joint asymptotic disstribution for the two means is concentrated on the line x = y. A general theory is then developed for distributions with singular Hessians. It is shown that the projection of the probability vector onto some sequence of subspaces will have normal limiting distribution and that the rate of convergence is n1/2. Further, a sufficient condition is given to assure that the probability vector and vector of group means have limiting distributions, and the possible limiting distributions under this condition are characterized. The convergence is slower than n1/2.

Keywords: Bahadur's; representation; singular; Hessian; M-estimation; maximum; likelihood; double; exponential; distribution (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (2)

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