Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities

DOI10.1080/03610918.2016.1263732MaRDI QIDQ3133070zbMATH OpenOpenAlexFDO

Authors Yan Liu, Hideaki Nagahata, Hirotaka Uchiyama, Masanobu Taniguchi

Publication date 12 February 2018

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/03610918.2016.1263732

zbMATH Keywords

cluster analysishigh-dimensional datadiscriminant analysistime series datadisparity measurejackknife-type adjustment

Mathematics Subject Classification ID

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

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