Gli indici di proiezione nella Projection Pursuit

Abstract

In this paper the different measures of non normality, proposed in the statistical literature on projection pursuit as projection indices, are critically reviewed. In order to guarantee an affine invariant final solution, evidence is given for the preferability of affine invariant indices, rather than sphere data. Starting from these considerations, the affine invariant version of each of the presented indices is reported, and the results, obtained on real and simulated data, are compared highlighting the confirmations and the denials towards the ones reported in the literature for sphere data.