Effect of data transformations on predictive risk indicators

DOI10.1007/S11009-011-9258-3OpenAlexW2053457629MaRDI QIDQ1930628FDOQ1930628

Authors: Francisco Alonso, María del Carmen Bueso, J. M. Angulo 

Publication date: 11 January 2013

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-011-9258-3

zbMATH Keywords

Shannon's entropydependence structuredata transformationsrisk indicatorspredictive information

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Measures of information, entropy (94A17)

Cites Work

• Stochastic Models That Separate Fractal Dimension and the Hurst Effect
• Title not available (Why is that?)
• Heavy-Tail Phenomena
• Introduction to Nonextensive Statistical Mechanics
• Optimal monitoring network designs
• Title not available (Why is that?)

Cited In (2)

• Title not available (Why is that?)
• Dependence assessment based on generalized relative complexity: application to sampling network design

Uses Software

• EnviroStat
• TIM

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