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)

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Cites Work

• scientific article; zbMATH DE number 4211299 (Why is no real title available?)
• scientific article; zbMATH DE number 806801 (Why is no real title available?)
• Heavy-Tail Phenomena
• Introduction to Nonextensive Statistical Mechanics
• Optimal monitoring network designs
• Stochastic Models That Separate Fractal Dimension and the Hurst Effect

Cited In (2)

• Title not available (Why is no real title available?)
• Dependence assessment based on generalized relative complexity: application to sampling network design

Uses Software

• EnviroStat
• TIM

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