EconPapers    
Economics at your fingertips  
 

Multidimensional Scaling

Wolfgang Karl Härdle and Zdeněk Hlávka
Additional contact information
Wolfgang Karl Härdle: Humboldt-Universität zu Berlin, C.A.S.E. Centre f. Appl. Stat. & Econ. School of Business and Economics
Zdeněk Hlávka: Charles University in Prague, Faculty of Mathematics and Physics Department of Statistics

Chapter Chapter 17 in Multivariate Statistics, 2015, pp 289-299 from Springer

Abstract: Abstract Multidimensional scaling (MDS) is a mathematical tool that uses proximities between observations to produce their spatial representation. In contrast to the techniques considered so far, MDS does not start from the raw multivariate data matrix $$\mathcal{X}$$ , but from an (n × n) dissimilarity or distance matrix, $$\mathcal{D}$$ , with the elements δ ij and d ij , respectively. Hence, the underlying dimensionality of the data under investigation is in general not known.

Keywords: Euclidean Distance; Distance Matrix; Multidimensional Scaling; Cook Island; Projection Step (search for similar items in EconPapers)
Date: 2015
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-36005-3_17

Ordering information: This item can be ordered from
http://www.springer.com/9783642360053

DOI: 10.1007/978-3-642-36005-3_17

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2025-12-11
Handle: RePEc:spr:sprchp:978-3-642-36005-3_17