Construction d'une classification ascendante hiérarchique par la recherche en chaîne des voisins réciproques
Construction of multivariate copulas in -boxes
In this paper we give an alternative proof of the construction of -dimensional ordinal sums given in Mesiar and Sempi [17], we also provide a new methodology to construct -copulas extending the patchwork methodology of Durante, Saminger-Platz and Sarkoci in [6] and [7]. Finally, we use the gluing method of Siburg and Stoimenov [20] and its generalization in Mesiar et al. [15] to give an alternative method of patchwork construction of -copulas, which can be also used in composition with our patchwork...
Construction of multivariate distributions: a review of some recent results.
The construction of multivariate distributions is an active field of research in theoretical and applied statistics. In this paper some recent developments in this field are reviewed. Specifically, we study and review the following set of methods: (a) Construction of multivariate distributions based on order statistics, (b) Methods based on mixtures, (c) Conditionally specified distributions, (d) Multivariate skew distributions, (e) Distributions based on the method of the variables in common and...
Construction of nonlinear discrimination function based on the MDL criterion
Although a nonlinear discrimination function may be superior to linear or quadratic classifiers, it is difficult to construct such a function. In this paper, we propose a method to construct a nonlinear discrimination function using Legendre polynomials. The selection of an optimal set of Legendre polynomials is determined by the MDL (Minimum Description Length) criterion. Results using many real data show the effectiveness of this method.
Contrastación de hipótesis en diseños multivariados split-plot con matrices de dispersión arbitrarias.
El presente trabajo examina diversos procedimientos para contrastar hipótesis nulas globales, correspondientes a datos obtenidos mediante diseños multivariados split-plot cuando se incumple el supuesto de homogeneidad de las matrices de dispersión. Un examen de estos procedimientos para un amplio número de variables confirma, por un lado, la robustez del procedimiento multivariado de Welch-James dado por Johansen (1980) para probar el efecto principal de los ensayos y, por otro, la robustez de la...
Contrastes essentiels et directions principales d'un nuage
Contribution of František Matúš to the research on conditional independence
An overview is given of results achieved by F. Matúš on probabilistic conditional independence (CI). First, his axiomatic characterizations of stochastic functional dependence and unconditional independence are recalled. Then his elegant proof of discrete probabilistic representability of a matroid based on its linear representability over a finite field is recalled. It is explained that this result was a basis of his methodology for constructing a probabilistic representation of a given abstract...
Contributions to the statistical analysis of contingency tables : notes on quasi-symmetry, quasi-independence, log-linear models, log-bilinear models, and correspondence analysis models
Controlling the Gibbs phenomenon in noisy deconvolution of irregular multivariable input signals.
Copula and semicopula transforms.
Copula approach to residuals of regime-switching models
The autocorrelation function describing the linear dependence is not suitable for description of residual dependence of the regime-switching models. In this contribution, inspired by Rakonczai ([20]), we will model the residual dependence of the regime-switching models (SETAR, LSTAR and ESTAR) with the autocopulas (Archimedean, EV and their convex combinations) and construct improved quality models for the original real time series.
Copula-based dependence measures
The aim of the present paper is to examine two wide classes of dependence coefficients including several well-known coefficients, for example Spearman’s ρ, Spearman’s footrule, and the Gini coefficient. There is a close relationship between the two classes: The second class is obtained by a symmetrisation of the coefficients in the former class. The coefficients of the first class describe the deviation from monotonically increasing dependence. The construction of the coefficients can be explained...
Copula-based grouped risk aggregation under mixed operation
This paper deals with the problem of risk measurement under mixed operation. For this purpose, we divide the basic risks into several groups based on the actual situation. First, we calculate the bounds for the subsum of every group of basic risks, then we obtain the bounds for the total sum of all the basic risks. For the dependency relationships between the basic risks in every group and all of the subsums, we give different copulas to describe them. The bounds for the aggregated risk under mixed...
Copula–Induced Measures of Concordance
We study measures of concordance for multivariate copulas and copulas that induce measures of concordance. To this end, for a copula A, we consider the maps C → R given by [...] where C denotes the collection of all d–dimensional copulas, M is the Fréchet–Hoeffding upper bound, Π is the product copula, [. , .] : C × C → R is the biconvex form given by [C, D] := ∫ [0,1]d C(u) dQD(u) with the probability measure QD associated with the copula D, and ψΛ C → C is a transformation of copulas. We present...
Copulas with given values on a horizontal and a vertical section
In this paper we study the set of copulas for which both a horizontal section and a vertical section have been given. We give a general construction for copulas of this type and we provide the lower and upper copulas with these sections. Symmetric copulas with given horizontal section are also discussed, as well as copulas defined on a grid of the unit square. Several examples are presented.
Corrections of estimators in linearized models
Correlation analysis: Exact permutation paradigm
Corrélation entre deux variables ordinales dont l'une est dichotomisée
Corrélation entre variables nominales, ordinales, métriques ou numériques
Un coefficient de corrélation est défini pour la distribution empirique conjointe de deux variables statistiques, que la structure a priori de chacune d'elles soit nominale, ordinale, métrique ou numérique. L'obtention d'un formalisme commun à toutes ces structures permet d'affiner l'analyse de la liaison entre les variables, en termes d'homogénéité (variables ordonnées), d'ordres sous-jacents (variables non-ordonnées) ou d'ordre induit (cas mixte).
Correlation-based feature selection strategy in classification problems
In classification problems, the issue of high dimensionality, of data is often considered important. To lower data dimensionality, feature selection methods are often employed. To select a set of features that will span a representation space that is as good as possible for the classification task, one must take into consideration possible interdependencies between the features. As a trade-off between the complexity of the selection process and the quality of the selected feature set, a pairwise...