Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989592%3A15310%2F23%3A73622239" target="_blank" >RIV/61989592:15310/23:73622239 - isvavai.cz</a>
Result on the web
<a href="https://link.springer.com/article/10.1007/s00362-022-01359-z" target="_blank" >https://link.springer.com/article/10.1007/s00362-022-01359-z</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s00362-022-01359-z" target="_blank" >10.1007/s00362-022-01359-z</a>

Result language
angličtina
Original language name
Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation
Original language description
A new orthogonal decomposition for bivariate probability densities embedded in Bayes Hilbert spaces is derived. It allows representing a density into independent and interactive parts, the former being built as the product of revised definitions of marginal densities, and the latter capturing the dependence between the two random variables being studied. The developed framework opens new perspectives for dependence modelling (e.g., through copulas), and allows the analysis of datasets of bivariate densities, in a Functional Data Analysis perspective. A spline representation for bivariate densities is also proposed, providing a computational cornerstone for the developed theory.
Czech name
—
Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability

Project
<a href="/en/project/GF22-15684L" target="_blank" >GF22-15684L: Generalized relative data and robustness in Bayes spaces</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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