Spectral Clustering Algorithm for the Allometric Extension Model
Author
Abstract
Suggested Citation
DOI: 10.1007/s00362-025-01680-3
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Kurata, Hiroshi & Hoshino, Takahiro & Fujikoshi, Yasunori, 2008. "Allometric extension model for conditional distributions," Journal of Multivariate Analysis, Elsevier, vol. 99(9), pages 1985-1998, October.
- Stefania Bartoletti & Bernard D. Flury & Daan G. Nel, 1999. "Allometric Extension," Biometrics, The International Biometric Society, vol. 55(4), pages 1210-1214, December.
- Borysov, Petro & Hannig, Jan & Marron, J.S., 2014. "Asymptotics of hierarchical clustering for growing dimension," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 465-479.
- Shun Matsuura & Hiroshi Kurata, 2014. "Principal points for an allometric extension model," Statistical Papers, Springer, vol. 55(3), pages 853-870, August.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Egashira, Kento & Yata, Kazuyoshi & Aoshima, Makoto, 2024. "Asymptotic properties of hierarchical clustering in high-dimensional settings," Journal of Multivariate Analysis, Elsevier, vol. 199(C).
- Audoly, Richard & McGee, Rory & Ocampo Díaz, Sergio & Paz Pardo, Gonzalo, 2024.
"The life-cycle dynamics of wealth mobility,"
CLEF Working Paper Series
68, Canadian Labour Economics Forum (CLEF), University of Waterloo.
- Richard Audoly & Rory McGee & Sergio Ocampo & Gonzalo Paz-Pardo, 2024. "The life-cycle dynamics of wealth mobility," IFS Working Papers W24/12, Institute for Fiscal Studies.
- Audoly, Richard & Paz-Pardo, Gonzalo & McGee, Rory & Ocampo, Sergio, 2024. "The life-cycle dynamics of wealth mobility," Working Paper Series 2976, European Central Bank.
- Richard Audoly & Rory McGee & Sergio Ocampo & Gonzalo Paz-Pardo, 2024. "The Life-Cycle Dynamics of Wealth Mobility," Staff Reports 1097, Federal Reserve Bank of New York.
- Gautier Marti & Frank Nielsen & Philippe Donnat & S'ebastien Andler, 2016. "On clustering financial time series: a need for distances between dependent random variables," Papers 1603.07822, arXiv.org.
- Long-Hao Xu & Kai-Tai Fang & Ping He, 2022. "Properties and generation of representative points of the exponential distribution," Statistical Papers, Springer, vol. 63(1), pages 197-223, February.
- Gautier Marti & Sébastien Andler & Frank Nielsen & Philippe Donnat, 2016. "Clustering Financial Time Series: How Long is Enough?," Post-Print hal-01400395, HAL.
- Santanu Chakraborty & Mrinal Kanti Roychowdhury & Josef Sifuentes, 2021. "High Precision Numerical Computation of Principal Points for Univariate Distributions," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 558-584, November.
- Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485, arXiv.org, revised Nov 2020.
- Shun Matsuura & Thaddeus Tarpey, 2020. "Optimal principal points estimators of multivariate distributions of location-scale and location-scale-rotation families," Statistical Papers, Springer, vol. 61(4), pages 1629-1643, August.
- Shun Matsuura & Hiroshi Kurata, 2014. "Principal points for an allometric extension model," Statistical Papers, Springer, vol. 55(3), pages 853-870, August.
- Luis Lorenzo & Javier Arroyo, 2023. "Online risk-based portfolio allocation on subsets of crypto assets applying a prototype-based clustering algorithm," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-40, December.
- Patrick K. Kimes & Yufeng Liu & David Neil Hayes & James Stephen Marron, 2017. "Statistical significance for hierarchical clustering," Biometrics, The International Biometric Society, vol. 73(3), pages 811-821, September.
- Lin Xiao & Arash Sioofy Khoojine, 2024. "Dynamic Anomaly Detection in the Chinese Energy Market During Financial Turbulence Using Ratio Mutual Information and Crude Oil Price Movements," Energies, MDPI, vol. 17(23), pages 1-22, November.
- Yang, Jun & He, Ping & Fang, Kai-Tai, 2022. "Three kinds of discrete approximations of statistical multivariate distributions and their applications," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
- Nakayama, Yugo & Yata, Kazuyoshi & Aoshima, Makoto, 2021. "Clustering by principal component analysis with Gaussian kernel in high-dimension, low-sample-size settings," Journal of Multivariate Analysis, Elsevier, vol. 185(C).
- Kazuyoshi Yata & Makoto Aoshima, 2020. "Geometric consistency of principal component scores for high‐dimensional mixture models and its application," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(3), pages 899-921, September.
- Gautier Marti & S'ebastien Andler & Frank Nielsen & Philippe Donnat, 2016. "Clustering Financial Time Series: How Long is Enough?," Papers 1603.04017, arXiv.org, revised Apr 2016.
- Modarres, Reza, 2022. "A high dimensional dissimilarity measure," Computational Statistics & Data Analysis, Elsevier, vol. 175(C).
- Gautier Marti & Philippe Very & Philippe Donnat & Frank Nielsen, 2015. "A proposal of a methodological framework with experimental guidelines to investigate clustering stability on financial time series," Papers 1509.05475, arXiv.org.
More about this item
Keywords
High-dimension; Principal component analysis; Non-asymptotic bound;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stpapr:v:66:y:2025:i:3:d:10.1007_s00362-025-01680-3. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.