Intro
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