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Cluster analysis
Mucha, Hans-Joachim; Sofyan, Hizir - 2000
the profiles of objects in different groups are relatively heterogeneous. Clustering is distinct from classification …
Persistent link: https://www.econbiz.de/10009583873
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Smooth discrimination analysis
Mammen, Enno; Cybakov, Aleksandr B. - 1998
Discriminant analysis for two data sets in IRd with probability densities f and g can be based on the estimation of the set G = {x : f(x) ≥ g(x)}. We consider applications where it is appropriate to assume that the region G has a smooth boundary. In particular, this assumption makes sense if...
Persistent link: https://www.econbiz.de/10009574887
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Structural equation models for finite mixtures : simulation results and empirical applications
Temme, Dirk; Williams, John R.; Hildebrandt, Lutz - 2002
. -- Monte Carlo simulation ; Structural equation modelling ; Unobserved heterogeneity ; Model-based clustering ; Finite mixtures …
Persistent link: https://www.econbiz.de/10009621412
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A Monte Carlo study of structural equation models for finite mixtures
Williams, John R.; Temme, Dirk; Hildebrandt, Lutz - 2002
Empirical applications of structural equation modeling (SEM) typically rest on the assumption that the analysed sample is homogenous with respect to the underlying structural model or that homogenous subsamples have been formed based on a priori knowledge. However, researchers often are ignorant...
Persistent link: https://www.econbiz.de/10009624842
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Measures for the structure of clustering and admissibilities of its algorithm
Takeuchi, Akinobu; Yadohisa, Hiroshi; Inada, Koichi - 2001
The problem of selecting a clustering algorithm from the myriad of algorithms has been discussed in recent years. Many …., 1999). We propose a new criterion called the "structured ratio" for measuring the clustering results. It includes the … clustering result. New admissibilities of the clustering algorithm and a new agglomerative hierarchical clustering algorithm are …
Persistent link: https://www.econbiz.de/10009615418
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Space distortion and monotone admissibility in agglomerative clustering
Takeuchi, Akinobu; Yadohisa, Hiroshi; Inada, Koichi - 2001
This paper discusses the admissibility of agglomerative hierarchical clustering algorithms with respect to space … properties are given for selecting a clustering algorithm. Necessary and sufficient conditions for an updating formula, as … clustering algorithm) ; space distortion …
Persistent link: https://www.econbiz.de/10009615419
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Analyzing multigroup data with structural equation models
Görz, Nicole; Hildebrandt, Lutz; Annacker, Dirk - 2000
In empirical applications of structural equation modeling researchers often assume that the sample under investigation is homogenous unless observed characteristics allow for a division of the sample into mutual exclusive homogenous subgroups. If such information is not available, unobserved...
Persistent link: https://www.econbiz.de/10009582387
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Classification and regression trees
Klemelä, Jussi; Klinke, Sigbert; Sofyan, Hizir - 2000
Persistent link: https://www.econbiz.de/10009611549
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Quantile hedging
Föllmer, Hans; Leukert, Peter - 1998
In a complete financial market every contingent claim can be hedged perfectly. In an incomplete market it is possible to stay on the safe side by superhedging. But such strategies may require a large amount of initial capital. Here we study the question what an investor can do who is unwilling...
Persistent link: https://www.econbiz.de/10009574876
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On model based seasonal adjustment procedures
Breitung, Jörg - 1998
In this note the unobserved component approach underlying the software package SEATS is compared with the Beveridge-Nelson type of decomposition for seasonal time series. The main strength of the SEATS approach lies in the appealing model formulation and the careful specification and adjustment...
Persistent link: https://www.econbiz.de/10009574877