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Erschienen in: Quality & Quantity 2/2017

19.10.2016

Defining subjects distance in hierarchical cluster analysis by copula approach

verfasst von: Andrea Bonanomi, Marta Nai Ruscone, Silvia Angela Osmetti

Erschienen in: Quality & Quantity | Ausgabe 2/2017

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Abstract

We propose a new measure to evaluate the distance between subjects expressing their preferences by rankings in order to segment them by hierarchical cluster analysis. The proposed index builds upon the Spearman’s grade correlation coefficient on a transformation, operated by the copula function, of the position/rank denoting the level of the importance assigned by subjects under classification to k objects. In particular, by using the copula functions with tail dependence we obtain an index suitable for emphasizing the agreement on top ranks, when the top ranks are considered more important than the lower ones. We evaluate the performance of our proposal by an example on simulated data, showing that the resulting groups contain subjects whose preferences are more similar on the most important ranks. A further application with real data confirms the pertinence and the importance of our proposal.

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Fußnoten
1
See Nelsen (2013, pp. 169–170) for the definition of the Spearman’s grade correlation coefficient for continuous random variables.
 
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Metadaten
Titel
Defining subjects distance in hierarchical cluster analysis by copula approach
verfasst von
Andrea Bonanomi
Marta Nai Ruscone
Silvia Angela Osmetti
Publikationsdatum
19.10.2016
Verlag
Springer Netherlands
Erschienen in
Quality & Quantity / Ausgabe 2/2017
Print ISSN: 0033-5177
Elektronische ISSN: 1573-7845
DOI
https://doi.org/10.1007/s11135-016-0444-9

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