Robust fuzzy clustering based on quantile autocovariances
From MaRDI portal
Publication:2029212
DOI10.1007/s00362-018-1053-6zbMath1467.62118OpenAlexW2898225719WikidataQ129029933 ScholiaQ129029933MaRDI QIDQ2029212
Pierpaolo D'Urso, Borja Lafuente-Rego, José Antonio Vilar
Publication date: 3 June 2021
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11573/1336460
trimmingtime series datanoise clusterexponential distancequantile autocovariancesrobust fuzzy \(C\)-medoids clustering
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Multivariate analysis and fuzziness (62H86)
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Uses Software
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