28 citations · 166 across the 19 of their papers we have counts for
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cs.DS2018★ 4 cited
Introducing higher order correlations to marginals' subset of multivariate data by means of Archimedean copulas
Krzysztof Domino, Adam Glos
In this paper, we present the algorithm that alters the subset of marginals of multivariate standard distributed data into such modelled by an Archimedean copula. Proposed algorith…
cs.DS2017★ 8 cited
Algorithm for an arbitrary-order cumulant tensor calculation in a sliding window of data streams
Krzysztof Domino, Piotr Gawron
High order cumulant tensors carry information about statistics of non-normally distributed multivariate data. In this work we present a new efficient algorithm for calculation of c…