Statistical Models and Methods for Data Science (Studies in Classification, Data Analysis, and Knowledge Organization)

Preface
Contents
Clustering Financial Time Series by Dependency
	1 Introduction
	2 Conditional Heteroscedastic Models
	3 Procedure for Clustering Time Series by Dependency
	4 Simulation Study
	5 Real Data Example
	6 Conclusions
	References
The Homogeneity Index as a Measure of Interrater Agreement for Ratings on a Nominal Scale
	1 Introduction
		1.1 Aims of This Contribution
		1.2 Measures of Interrater Agreement for Nominal Scales
	2 Target-specific Measures of Interrater Agreement for Nominal Scales
	3 Application
	4 Conclusion
	References
Hierarchical Clustering of Income Data Based on Share Densities
	1 Introduction
	2 Lorenz Curve and Share Density: A Parametric Approach
	3 Hierarchical Algorithm Based on JS Dissimilarity
	4 An Application
	5 Conclusion
	References
Optimal Coding of High-Cardinality Categorical Data in Machine Learning
	1 Introduction
	2 Quantify Categorical Features: A Review of Existing Methods
		2.1 Methods that Do Not Consider the Target or the Other Variables
		2.2 Encoders Requiring only the Target
		2.3 One-Hot Encoding (OHE)
	3 Single and Multiple Quantifications by OHE
	4 Category Embedding by Neural Networks
	5 Non-linear Encoding in the Unsupervised Case
	6 Conclusions
	References
Bayesian Multivariate Analysis of Mixed Data
	1 Introduction
	2 Bayesian Model Development
		2.1 Moment Representation
		2.2 Canonical Representation
	3 Real Data Application
	4 Conclusion and Next Steps
	References
Marginals Matrix Under a Generalized Mallows Model Based on the Power Divergence
	1 Introduction
	2 Modeling Rank Data
		2.1 Distances on Permutations
		2.2 Generalized Mallows Model Based on the Power Divergence
		2.3 Marginals Model
		2.4 Model Comparisons
	3 Marginals Matrix Under GMM
		3.1 Marginals Matrix Structure Under Hoeffding Distances
		3.2 Special Cases
	4 Illustrative Example
	5 Concluding Remarks
	References
Time Series Clustering Based on Forecast Distributions: An Empirical Analysis on Production Indices for Construction
	1 Introduction
	2 The Clustering Procedure
	3 An Application to the European Construction Sector
	4 Concluding Remarks
	References
Partial Reconstruction of Measures  from Halfspace Depth
	1 The Depth Characterization/Reconstruction Problem
	2 Preliminaries: Flag Halfspaces and Central Regions
		2.1 Minimizing Halfspaces and Flag Halfspaces
		2.2 Halfspace Depth Central Regions
	3 Main Result
	4 Examples
	5 Conclusion
	6 Proof of Theorem 1
	References
Posterior Predictive Assessment of IRT Models via the Hellinger Distance:  A Simulation Study
	1 Introduction
	2 IRT Models
	3 PPMC and Discrepancy Measures for IRT Models
	4 Simulation Study
	5 Empirical Application
	6 Concluding Remarks
	References
Shapley-Lorenz Values for Credit Risk Management
	1 Introduction
	2 Methodology
		2.1 Binary Classification
		2.2 The Shapley-Lorenz Decomposition for Credit Risk Data
	3 Algorithm
	4 Application
		4.1 Data
		4.2 Results
	5 Concluding Remarks
	References
A Study of Lack-of-Fit Diagnostics for Models Fit to Cross-Classified Binary Variables
	1 Introduction
	2 Marginal Proportions
		2.1 First- and Second-Order Marginals
		2.2 Higher Order Marginals
	3 Lack-of-Fit Statistics
		3.1 The GFfit(ij)perp Statistic
		3.2 Adjusted Residuals
		3.3 The barχ2ij Statistic
	4 Simulation Studies
		4.1 Type I Error Study
		4.2 Estimated Mean and Variance of the Statistics
		4.3 Power Study for Eight Variables
	5 Application
	6 Conclusions
	References
Robust Response Transformations for Generalized Additive Models via Additivity and Variance Stabilization
	1 Introduction
	2 Generalized Additive Models and the Structure of AVAS
		2.1 Introduction
		2.2 Backfitting
		2.3 The AVAS Algorithm
		2.4 The Numerical Variance Stabilizing Transformation
	3 Robustness and Outlier Detection
		3.1 Robust Regression
		3.2 Robust Outlier Detection
	4 Improvements and Options
		4.1 Initial Calculations
		4.2 Outer Loop
	5 Simulations
	6 The Generalized Star Plot
	7 Prediction of the Weight of Fish
	References
A Random-Coefficients Analysis  with a Multivariate Random-Coefficients Linear Model
	1 Introduction
	2 The Model and the Analysis of the Random Coefficients
	3 Application Study
	4 Conclusions
	5 Appendix
	References
Parsimonious Mixtures  of Matrix-Variate Shifted  Exponential Normal Distributions
	1 Introduction
	2 Methodology
		2.1 Parsimonious Mixtures of Matrix-Variate Shifted Exponential Normal Distributions
		2.2 Maximum Likelihood Estimation
	3 Real Data Example
	4 Conclusions
	References
Author Index