Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989592%3A15310%2F23%3A73622503" target="_blank" >RIV/61989592:15310/23:73622503 - isvavai.cz</a>
Result on the web
<a href="https://www.sciencedirect.com/science/article/pii/S0047259X2300074X" target="_blank" >https://www.sciencedirect.com/science/article/pii/S0047259X2300074X</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.jmva.2023.105228" target="_blank" >10.1016/j.jmva.2023.105228</a>
Alternative languages
Result language
angličtina
Original language name
Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation
Original language description
Bayes spaces were initially designed to provide a geometric framework for the modeling and analysis of distributional data. It has recently come to light that this methodology can be exploited to construct an orthogonal decomposition of a bivariate probability density into an independence and an interaction part. In this paper, new insights into these results are given by reformulating them using Hilbert space theory, and a multivariate extension is developed using a distributional analog of the Hoeffding- Sobol identity. A connection is also made between the resulting decomposition of a multivariate density and its copula-based representation.
Czech name
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Czech description
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Classification
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
Result continuities
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)
Others
Publication year
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
JOURNAL OF MULTIVARIATE ANALYSIS
ISSN
0047-259X
e-ISSN
1095-7243
Volume of the periodical
198
Issue of the periodical within the volume
NOV
Country of publishing house
US - UNITED STATES
Number of pages
24
Pages from-to
"105228-1"-"105228-24"
UT code for WoS article
001069280800001
EID of the result in the Scopus database
2-s2.0-85167584724