Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables

DOI10.1016/j.csda.2021.107201OpenAlexW3132125355MaRDI QIDQ830101

Fabrizio Durante, F. Marta L. Di Lascio, Sebastian Fuchs

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.04799

zbMATH Keywords

copulacluster analysisstochastic dependencecomonotonicitydissimilarity

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach

Uses Software

• R
• copula
• MADE4
• ElemStatLearn
• copula
• qrmdata

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