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SENSIT
variables by evaluating the degree of correlation between their pairwise values. The current version of SENSIT implements three sensitivity methods – correlation measures: (i) Pearson correlation coefficient, (ii)...
Civil engineering
- 2021 •
- R •
- Link
Rok uplatnění
R - Software
Výsledek na webu
Kendall’s tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas
Several successful approaches to structure determination of hierarchical Archimedean copulas (HACs) proposed in the literature rely on agglomerative clustering and Kendall’s correlation coefficient. However, there has not b...
Statistics and probability
- 2017 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Score Correlation
In this paper, we study a distribution-dependent correlation coefficient based on the concept of scalar score. This new measure of association of continuous random variables is compared by means of simulation experiments with the Pe...
BB - Aplikovaná statistika, operační výzkum
- 2010 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Structure Determination and Estimation of Hierarchical Archimedean Copulas Based on Kendall Correlation Matrix
of the copula structure and the values of Kendall's tau computed on all its bivariate margins. A generalized measure based on Kendall's tau adapted for purposes......
IN - Informatika
- 2013 •
- D
Rok uplatnění
D - Stať ve sborníku
Structure Determination and Estimation of Hierarchical Archimedean Copulas Based on Kendall Correlation Matrix
of the copula structure and the values of Kendall's tau computed on all its bivariate margins. A generalized measure based on Kendall's tau adapted for purposes......
IN - Informatika
- 2014 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Structure Determination and Estimation of Hierarchical Archimedean Copulas Based on Kendall Correlation Matrix
of the copula structure and the values of Kendall?s tau computed on all its bivariate margins. A generalized measure based on Kendall?s tau adapted for purposes......
IN - Informatika
- 2014 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Partial and average copulas and association measures
value. Classical examples are Pearson's correlation coefficient, Kendall's tau correlation coefficient and a partial Kendall's tau, have been proposed in the 1940' s.Following criticism on e. g. ...
BA - Obecná matematika
- 2015 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
STATISTICAL ANALYSIS OF TRENDS IN POLLUTANT CONCENTRATIONS DANUBE RIVER
The goal of the work was to analyse pollutants concentrations measured in non-equidistant time points at several Danube river monitoring stations. The stations were chosen to give a picture of trends in the whole stretch of the river. The research wa...
JM - Inženýrské stavitelství
- 2011 •
- D
Rok uplatnění
D - Stať ve sborníku
The investigation of the ordinal data dependence
coefficients and the tests about these coefficients. There are e. g. correlation coefficients of the Kendall?s type, Spearman?s rank correlation coefficient. To compare......
AE - Řízení, správa a administrativa
- 2010 •
- O •
- Link
Rok uplatnění
O - Ostatní výsledky
Výsledek na webu
Statistical methods for dependence investigation for ordinal data
tables can be used, corresponding coefficients and the tests about these coefficients. There are e. g. contingency coefficients, correlation coefficients of the Kendall?s type, Spearman?s rank
AE - Řízení, správa a administrativa
- 2009 •
- O
Rok uplatnění
O - Ostatní výsledky
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