• français
    • English
  • English 
    • français
    • English
  • Login
JavaScript is disabled for your browser. Some features of this site may not work without it.
BIRD Home

Browse

This CollectionBy Issue DateAuthorsTitlesSubjectsJournals BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesSubjectsJournals

My Account

Login

Statistics

View Usage Statistics

Copula analysis of mixture models

Thumbnail
Date
2012
Dewey
Probabilités et mathématiques appliquées
Sujet
Mixture model; Estimation; Data distributions; Dynamical clustering; Copulas; Classification of distributions
Journal issue
Computational Statistics
Volume
27
Number
3
Publication date
2012
Article pages
427-457
Publisher
Springer
DOI
http://dx.doi.org/10.1007/s00180-011-0266-0
URI
https://basepub.dauphine.fr/handle/123456789/6678
Collections
  • CEREMADE : Publications
Metadata
Show full item record
Author
Chédin, Alain
Diday, Edwin
Billard, Lynne
Vrac, Mathieu
Type
Article accepté pour publication ou publié
Abstract (EN)
Contemporary computers collect databases that can be too large for classical methods to handle. The present work takes data whose observations are distribution functions (rather than the single numerical point value of classical data) and presents a computational statistical approach of a new methodology to group the distributions into classes. The clustering method links the searched partition to the decomposition of mixture densities, through the notions of a function of distributions and of multi-dimensional copulas. The new clustering technique is illustrated by ascertaining distinct temperature and humidity regions for a global climate dataset and shows that the results compare favorably with those obtained from the standard EM algorithm method.

  • Accueil Bibliothèque
  • Site de l'Université Paris-Dauphine
  • Contact
SCD Paris Dauphine - Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16

 Content on this site is licensed under a Creative Commons 2.0 France (CC BY-NC-ND 2.0) license.