Copula analysis of mixture models
Contemporary computers collect databases that can be too large for classical methods to handle. The present work takes data whose observations are distribution functions (rather than the single numerical point value of classical data) and presents a computational statistical approach of a new methodology to group the distributions into classes. The clustering method links the searched partition to the decomposition of mixture densities, through the notions of a function of distributions and of multi-dimensional copulas. The new clustering technique is illustrated by ascertaining distinct temperature and humidity regions for a global climate dataset and shows that the results compare favorably with those obtained from the standard EM algorithm method. Copyright Springer-Verlag 2012
Volume (Year): 27 (2012)
Issue (Month): 3 (September)
|Contact details of provider:|| Web page: http://www.springer.com|
|Order Information:||Web: http://www.springer.com/statistics/journal/180/PS2|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Celeux, Gilles & Govaert, Gerard, 1992. "A classification EM algorithm for clustering and two stochastic versions," Computational Statistics & Data Analysis, Elsevier, vol. 14(3), pages 315-332, October.
- Gildas Brossier, 1990. "Piecewise hierarchical clustering," Journal of Classification, Springer;The Classification Society, vol. 7(2), pages 197-216, September.
- Phipps Arabie & J. Carroll, 1980. "Mapclus: A mathematical programming approach to fitting the adclus model," Psychometrika, Springer;The Psychometric Society, vol. 45(2), pages 211-235, June.
- Ali, Mir M. & Mikhail, N. N. & Haq, M. Safiul, 1978. "A class of bivariate distributions including the bivariate logistic," Journal of Multivariate Analysis, Elsevier, vol. 8(3), pages 405-412, September.
When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:27:y:2012:i:3:p:427-457. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla)or (Rebekah McClure)
If references are entirely missing, you can add them using this form.