Monitoring Test for Stability of Dependence Structure in Multivariate Data Based on Copula.
Jiyeon LeeByungsoo KimPublished in: Entropy (2016)
Keyphrases
- dependence structure
- multivariate data
- marginal distributions
- high dimensional
- categorical data
- principal components
- higher order statistics
- original data
- markov networks
- parameter space
- test data
- pattern recognition
- multivariate time series
- image processing
- data mining
- cluster analysis
- similarity measure
- computer vision