Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities

DOI10.1080/03610918.2016.1263732zbMath1462.62541OpenAlexW2557848140MaRDI QIDQ3133070

Hideaki Nagahata, Yan Liu, Hirotaka Uchiyama, Masanobu Taniguchi

Publication date: 12 February 2018

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2016.1263732

zbMATH Keywords

discriminant analysiscluster analysishigh-dimensional datatime series datadisparity measurejackknife-type adjustment

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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