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应用于极端网络学习的部分尾相关系数

IF 2.3 3区 工程技术 Q1 STATISTICS & PROBABILITY
Technometrics Pub Date : 2024-01-10 DOI:10.1080/00401706.2024.2304334
Yan Gong, Peng Zhong, Thomas Opitz, Raphaël Huser
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引用次数: 0

摘要

与经典多元分析中的偏相关系数类似，我们提出了一种名为偏尾相关系数（PTCC）的新型极值依赖性测量方法。该系数...
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Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning
We propose a novel extremal dependence measure called the partial tail-correlation coefficient (PTCC), in analogy to the partial correlation coefficient in classical multivariate analysis. The cons...
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来源期刊
Technometrics
Technometrics 管理科学-统计学与概率论
CiteScore
4.50
自引率
16.00%
发文量
59
审稿时长
>12 weeks
期刊介绍： Technometrics is a Journal of Statistics for the Physical, Chemical, and Engineering Sciences, and is published Quarterly by the  American Society for Quality and the American Statistical Association.Since its inception in 1959, the mission of Technometrics has been to contribute to the development and use of statistical methods in the physical, chemical, and engineering sciences.
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