Cluster Analysis of Time Series via Kendall Distribution

DOI10.1007/978-3-319-10765-3_25zbMath1337.62258OpenAlexW102896625MaRDI QIDQ2808119

Roberta Pappadà, Fabrizio Durante

Publication date: 26 May 2016

Published in: Strengthening Links Between Data Analysis and Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-10765-3_25

zbMATH Keywords

copulacluster analysistail dependenceKendall distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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Cites Work

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• Bayesian Spatial Modeling of Extreme Precipitation Return Levels
• On the multivariate probability integral transformation