Various economic theories are available to explain the existence of credit and default cycles. There remains empirical ambiguity, however, as to whether or these cycles coincide. Recent papers_new suggest by their empirical research set-up that they do, or at least that defaults and credit...

Correspondence analysis has found extensive use in the social and environmental sciences as a method for visualizing the patterns of association in a table of frequencies. Inherent to the method is the expression of the frequencies in each row or each column relative to their respective totals,...

Many multivariate methods that are apparently distinct can be linked by introducing one or more parameters in their definition. Methods that can be linked in this way are correspondence analysis, unweighted or weighted logratio analysis (the latter also known as quot;spectral mappingquot;),...

Power transformations of positive data tables, prior to applying the correspondence analysis algorithm, are shown to open up a family of methods with direct connections to the analysis of log-ratios. Two variations of this idea are illustrated. The first approach is simply to power the original...

In this paper we present a forecasting method for time series using copula-based models for multivariate time series. We study how the performance of the predictions evolve when changing the strength of the different possible dependencies, as well as the structure of the dependence. We also look...

Because of its many advantages, the use of decision trees has become an increasingly popular alternative predictive tool for building classification and regression models. Its origins date back for about five decades where the algorithm can be broadly described by repeatedly partitioning the...

The case of two transition tables is considered, that is two square asymmetric matrices of frequencies where the rows and columns of the matrices are the same objects observed at three different time points. Different ways of visualizing the tables, either separately or jointly, are examined. We...

The generalization of simple correspondence analysis, for two categorical variables, to multiple correspondence analysis where they may be three or more variables, is not straighforward, both from a mathematical and computational point of view. In this paper we detail the exact computational...

La maggior parte dei lavori sulla taratura statistica univariata e multivariata propongono contributi in ambito parametrico inquadrato in un contesto statistico classico o bayesiano. Oltre alla presenza dei problemi tipici dell'approccio parametrico (scelta della legge distribuzionale, del...

We compare two methods for visualising contingency tables and develop a method called the ratio map which combines the good properties of both. The first is a biplot based on the logratio approach to compositional data analysis. This approach is founded on the principle of subcompositional...