Robust fuzzy clustering based on quantile autocovariances
From MaRDI portal
Publication:2029212
DOI10.1007/s00362-018-1053-6zbMath1467.62118MaRDI QIDQ2029212
Pierpaolo D'Urso, Borja Lafuente-Rego, José Antonio Vilar
Publication date: 3 June 2021
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11573/1336460
trimming; time series data; noise cluster; exponential distance; quantile autocovariances; robust fuzzy \(C\)-medoids clustering
62G08: Nonparametric regression and quantile regression
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62H30: Classification and discrimination; cluster analysis (statistical aspects)
62P05: Applications of statistics to actuarial sciences and financial mathematics
62H86: Multivariate analysis and fuzziness
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Uses Software
Cites Work
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