Copula–based clustering methods View Full Text


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Chapter Info

DATE

2017-10-14

AUTHORS

F. Marta L. Di Lascio , Fabrizio Durante , Roberta Pappadà

ABSTRACT

We review some recent clustering methods based on copulas. Specifically, in the dissimilarity–based clustering framework, we describe and compare methods based on concordance or tail-dependence concept. An illustration is hence provided by using a time series dataset formed by the constituent data of the S&P 500 observed during the financial crisis of 2007-2008. Next, in the likelihood–based clustering framework, we present and discuss a clustering algorithm based on copula and called CoClust. Here, an application to the gene expression profiles of human tumour cell lines is provided to describe the methodology. Finally, a comparison between the two different approaches is performed through a case study on environmental data. More... »

PAGES

49-67

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-3-319-64221-5_4

DOI

http://dx.doi.org/10.1007/978-3-319-64221-5_4

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1092210144


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