Multivariate Spearman's rho for Aggregating Ranks Using Copulas.
Justin BedoCheng Soon OngPublished in: J. Mach. Learn. Res. (2016)
Keyphrases
- dependence structure
- correlation coefficient
- marginal distributions
- rank order
- voronoi diagram
- higher order statistics
- regression model
- rank correlation
- multivariate data
- genetic algorithm
- ranking functions
- aggregation functions
- multivariate gaussian distribution
- mixed data
- combining multiple
- statistical tests
- principal component analysis