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stat.ME2026
An MTP property for conditional distributions
Sebastian Fuchs, Yuping Wang
We introduce a new notion of positive dependence, namely multivariate total positivity of order two for conditional distributions, denoted cMTP, that explicitly incorporates th…
stat.ME2023
Hierarchical variable clustering based on the predictive strength between random vectors
Sebastian Fuchs, Yuping Wang
A rank-invariant clustering of variables is introduced that is based on the predictive strength between groups of variables, i.e., two groups are assigned a high similarity if the…