Displaying similar documents to “Copula-Based Dependence Measures For Piecewise Monotonicity”

Measuring herd behavior: properties and pitfalls

Woojoo Lee, Jae Youn Ahn (2017)

Dependence Modeling

Similarity:

Herd behavior is an important economic phenomenon, especially in the context of the recent financial crises. Prior studies propose several measures to quantify herd behavior. In this paper, we show that these measures reflect different perspectives on this behavior, and hence, their interpretation requires great care. Taking a critical attitude toward existing herd behavior measures, we study their properties and pitfalls in detail.

Can interestingness measures be usefully visualized?

Robert Susmaga, Izabela Szczech (2015)

International Journal of Applied Mathematics and Computer Science

Similarity:

The paper presents visualization techniques for interestingness measures. The process of measure visualization provides useful insights into different domain areas of the visualized measures and thus effectively assists their comprehension and selection for different knowledge discovery tasks. Assuming a common domain form of the visualized measures, a set of contingency tables, which consists of all possible tables having the same total number of observations, is constructed. These...

On the order equivalence relation of binary association measures

Mariusz Paradowski (2015)

International Journal of Applied Mathematics and Computer Science

Similarity:

Over a century of research has resulted in a set of more than a hundred binary association measures. Many of them share similar properties. An overview of binary association measures is presented, focused on their order equivalences. Association measures are grouped according to their relations. Transformations between these measures are shown, both formally and visually. A generalization coefficient is proposed, based on joint probability and marginal probabilities. Combining association...

Effect of choice of dissimilarity measure on classification efficiency with nearest neighbor method

Tomasz Górecki (2005)

Discussiones Mathematicae Probability and Statistics

Similarity:

In this paper we will precisely analyze the nearest neighbor method for different dissimilarity measures, classical and weighed, for which methods of distinguishing were worked out. We will propose looking for weights in the space of discriminant coordinates. Experimental results based on a number of real data sets are presented and analyzed to illustrate the benefits of the proposed methods. As classical dissimilarity measures we will use the Euclidean metric, Manhattan and post office...

On physical measures for Cherry flows

Liviana Palmisano (2016)

Fundamenta Mathematicae

Similarity:

Studies of the physical measures for Cherry flows were initiated in Saghin and Vargas (2013). While the non-positive divergence case was resolved, the positive divergence case still lacked a complete description. Some conjectures were put forward. In this paper we make a contribution in this direction. Namely, under mild technical assumptions we solve some conjectures stated in Saghin and Vargas (2013) by providing a description of the physical measures for Cherry flows in the positive...

Projections of measures with small supports

Bilel Selmi (2021)

Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica

Similarity:

In this paper, we use a characterization of the mutual multifractal Hausdorff dimension in terms of auxiliary measures to investigate the projections of measures with small supports.