Pages that link to "Item:Q2516622"
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The following pages link to Clustering of time series via non-parametric tail dependence estimation (Q2516622):
Displaying 12 items.
- Copulas, diagonals, and tail dependence (Q529109) (← links)
- Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables (Q830101) (← links)
- Dynamic tail dependence clustering of financial time series (Q1685205) (← links)
- Robust fuzzy clustering based on quantile autocovariances (Q2029212) (← links)
- Regime dependent interconnectedness among fuzzy clusters of financial time series (Q2036158) (← links)
- Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach (Q2060787) (← links)
- A tail-revisited Markowitz mean-variance approach and a portfolio network centrality (Q2090116) (← links)
- Quantile correlation coefficient: a new tail dependence measure (Q2165833) (← links)
- Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach (Q2218640) (← links)
- Clustering of financial instruments using jump tail dependence coefficient (Q2324271) (← links)
- A double clustering algorithm for financial time series based on extreme events (Q2397475) (← links)
- A spatially-weighted AMH copula-based dissimilarity measure for clustering variables: an application to urban thermal efficiency (Q6626639) (← links)
