Detection of block-exchangeable structure in large-scale correlation matrices
DOI10.1016/j.jmva.2018.10.009zbMath1411.62038arXiv1706.05940OpenAlexW2781104203WikidataQ128999861 ScholiaQ128999861MaRDI QIDQ1755136
Thierry Duchesne, Samuel Perreault, Johanna G. Nešlehová
Publication date: 4 January 2019
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.05940
copulaKendall's taushrinkageagglomerative clusteringconstrained maximum likelihoodparameter clustering
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Parametric inference under constraints (62F30) Characterization and structure theory of statistical distributions (62E10)
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