We define a new distance measure for ranking data using a mixture of copula functions. Our distance measure evaluates the dissimilarity of subjects’ ranking preferences to segment them via hierarchical cluster analysis. The proposed distance measure builds upon Spearman grade correlation coefficient on a copula transformation of rank denoting the level of importance assigned by subjects on the classification of k objects. These mixtures of copulae enable flexible modeling of the different types of dependence structures found in data and the consideration of various circumstances in the classification process. For example, by using mixtures of copulae with lower and upper tail dependence, we can emphasize the agreement on extreme ranks when they are considered important.

Bonanomi, A., Nai Ruscone, M., Osmetti, S., Dissimilarity measure for ranking data via mixture of copulae, <<STATISTICAL ANALYSIS AND DATA MINING>>, 2019; 12 (5): 412-425. [doi:10.1002/sam.11402] [http://hdl.handle.net/10807/129524]

Dissimilarity measure for ranking data via mixture of copulae

Bonanomi, Andrea
Primo
;
Nai Ruscone, Marta
Secondo
;
Osmetti, Silvia
Ultimo
2019

Abstract

We define a new distance measure for ranking data using a mixture of copula functions. Our distance measure evaluates the dissimilarity of subjects’ ranking preferences to segment them via hierarchical cluster analysis. The proposed distance measure builds upon Spearman grade correlation coefficient on a copula transformation of rank denoting the level of importance assigned by subjects on the classification of k objects. These mixtures of copulae enable flexible modeling of the different types of dependence structures found in data and the consideration of various circumstances in the classification process. For example, by using mixtures of copulae with lower and upper tail dependence, we can emphasize the agreement on extreme ranks when they are considered important.
Inglese
Bonanomi, A., Nai Ruscone, M., Osmetti, S., Dissimilarity measure for ranking data via mixture of copulae, <<STATISTICAL ANALYSIS AND DATA MINING>>, 2019; 12 (5): 412-425. [doi:10.1002/sam.11402] [http://hdl.handle.net/10807/129524]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10807/129524
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