Bootstrap confidence intervals for the contributions of individual variables to a Mahalanobis distance
Bootstrap confidence intervals for the contributions of individual variables to a Mahalanobis distance
Hotelling's T2 and Mahalanobis distance are widely used in the statistical analysis of multivariate data. When either of these quantities is large, a natural question is: How do individual variables contribute to its size? The Garthwaite–Koch partition has been proposed as a means of assessing the contribution of each variable. …