Robust identification in random variable networks
| Autor: | P. A. Koldanov, Alexander P. Koldanov, Valery A. Kalyagin |
|---|---|
| Rok vydání: | 2017 |
| Předmět: |
Statistics and Probability
Threshold graph Mathematical optimization Class (set theory) Applied Mathematics 01 natural sciences Pearson product-moment correlation coefficient 010305 fluids & plasmas Correlation 010104 statistics & probability symbols.namesake Identification (information) Similarity (network science) 0103 physical sciences symbols 0101 mathematics Statistics Probability and Uncertainty Algorithm Random variable Mathematics Sign (mathematics) |
| Zdroj: | Journal of Statistical Planning and Inference. 181:30-40 |
| ISSN: | 0378-3758 |
| DOI: | 10.1016/j.jspi.2016.08.008 |
| Popis: | A class of distribution free multiple decision statistical procedures is proposed for threshold graph identification in correlation networks. The decision procedures are based on simultaneous application of sign statistics. It is proved that single step, step down Holm and step up Hochberg statistical procedures for threshold graph identification are distribution free in sign similarity network in the class of elliptically contoured distributions. Moreover it is shown that these procedures can be adapted for distribution free threshold graph identification in Pearson correlation network. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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