Safaryan Irina ; Harutyunyan Narine
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.
oai:noad.sci.am:135990
eghishe@sci.am ; irinasafaryan@yandex.ru ; narineharutyunyan57@gmail.com
Institute for Informatics and Automation Problems
10 th International Conference on Computer Science and Information Technologies CSIT 2015
Mar 3, 2021
Jul 28, 2020
13
https://noad.sci.am/publication/149603
Edition name | Date |
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Evgueni Haroutunian, Using Rank Tests and Threshold Copulas for Classification ofMultidimensional Data Sets | Mar 3, 2021 |