On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma

Abstract

O n P r i n c i p a l Hessian D i r e c t i o n s f o r Data V i s u a l i z a t i o n and D i m e n s i o n R e d u c t i o n : A n o t h e r A p p l i c a t i o n o f Stein's L e m m a Author(s): Ker-Chau L i S o u r c e : Journal of the American Statistical Association, V o l . 87, N o . 4 2 0 ( D e c , 1992), p p . 1025¬ P u b l i s h e d b y : A m e r i c a n Statistical A s s o c i a t i o n S t a b l e U R L : http://www.jstor.org/stable/2290640 Accessed: 18/05/2011 Y o u r use of the J S T O R archive indicates your acceptance of J S T O R ' s Terms and Conditions of U s e , available at http://www.jstor.org/page/info/about/policies/terms.jsp. J S T O R ' s Terms and Conditions of U s e provides, i n part, that unless y o u have obtained prior permission, y o u may not download an entire issue of a journal or multiple copies of articles, and y o u may use content i n the J S T O R archive only for your personal, non-commercial use. Please contact the publisher regarding any further use of this work. Publisher contact information may be obtained at http://www.jstor.org/action/showPublisher?publisherCode=astata. E a c h copy of any part of a J S T O R transmission must contain the same copyright notice that appears on the screen or printed page of such transmission. J S T O R is a not-for-profit service that helps scholars, researchers, and students discover, use, and b u i l d upon a wide range of content i n a trusted digital archive. W e use information technology and tools to increase productivity and facilitate new forms of scholarship. F o r more information about J S T O R , please contact support@jstor.org. H1 iPv! American Statistical Association is collaborating with J S T O R to digitize, preserve and extend access to Journal of the American Statistical Association. m S T O R http://www.jstor.org