Nonparametric dependence modeling via cluster analysis: A financial contagion application (Q5084004)
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scientific article; zbMATH DE number 7545565
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Nonparametric dependence modeling via cluster analysis: A financial contagion application |
scientific article; zbMATH DE number 7545565 |
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Nonparametric dependence modeling via cluster analysis: A financial contagion application (English)
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21 June 2022
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anomaly detection
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extreme value theory
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nonlinear data structures
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pattern recognition
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scan statistics
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Voronoi metric
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0.87798154
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0.8741975
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0.87162495
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0.85929024
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0.85876673
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0.8571075
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0.85569626
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