Hierarchical variable clustering via copula-based divergence measures between random vectors
Steven De Keyser, Irène Gijbels
Topics & Concepts
Copula (linguistics)Hierarchical clusteringCluster analysisEstimatorMathematicsRandom variableComputer scienceData miningAlgorithmStatisticsEconometricsBayesian Methods and Mixture ModelsStatistical Methods and InferenceFinancial Risk and Volatility Modeling