Copula analysis of mixture models

M. Vrac, L. Billard (), E. Diday and A. Chédin

Computational Statistics, 2012, vol. 27, issue 3, 427-457

Abstract: 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

Keywords: Classification of distributions; Copulas; Dynamical clustering; Data distributions; Estimation; Mixture model (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (5)

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DOI: 10.1007/s00180-011-0266-0

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