Title:
Using Rank Tests and Threshold Copulas for Classification ofMultidimensional Data Sets
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Co-author(s) :
Safaryan Irina ; Harutyunyan Narine
Uncontrolled Keywords:
Change-point problem ; change-point detection techniques ; threshold dependence ; copula ; rank score test ; categoricalvariable
Abstract:
This report deals with classification of multidimensional data sets into statistically homogeneous groups and emphasizes the copula representation of the dependence between the components of a random vector. We present a nonparametric algorithm based on rank score test which allows reducing the investigation of changes in the joint distribution of a random vector components to investigation of some one-dimentional conditional distributions. Some applied examples are presented.
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Additional Information:
eghishe@sci.am ; irinasafaryan@yandex.ru ; narineharutyunyan57@gmail.com
Affiliation:
Institute for Informatics and Automation Problems
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Conference title:
10 th International Conference on Computer Science and Information Technologies CSIT 2015