Clustering of longitudinal interval-valued data via mixture distribution under covariance separability

Seongoh Park, Johan Lim, Hyejeong Choi and Minjung Kwak

Journal of Applied Statistics, 2020, vol. 47, issue 10, 1739-1756

Abstract: We consider the clustering of repeatedly measured ‘min-max’ type interval-valued data. We read the data as matrix variate data and assume the covariance matrix is separable for the model-based clustering (M-clustering). The use of a separable covariance matrix introduces several advantages in M-clustering, which include fewer samples required for a valid procedure. In addition, the numerical study shows that this structured matrix allows us to find the correct number of clusters more accurately compared to other commonly assumed covariance matrices. We apply the M-clustering with various covariance structures to clustering the longitudinal blood pressure data from the National Heart, Lung, and Blood Institute Growth and Health Study (NGHS).

Date: 2020
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Citations: View citations in EconPapers (2)

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DOI: 10.1080/02664763.2019.1692795

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