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stat.ME2020
A copula transformation in multivariate mixed discrete-continuous models
Jae Youn Ahn, Sebastian Fuchs, Rosy Oh
Copulas allow a flexible and simultaneous modeling of complicated dependence structures together with various marginal distributions. Especially if the density function can be repr…
stat.ME2020
Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables
Sebastian Fuchs, F. Marta L. Di Lascio, Fabrizio Durante
A theoretical framework is presented for a (copula-based) notion of dissimilarity between continuous random vectors and its main properties are studied. The proposed dissimilarity…