English

Covariance and correlation estimators in bipartite complex systems with a double heterogeneity

Data Analysis, Statistics and Probability 2016-12-22 v1 Physics and Society

Abstract

We present a weighted estimator of the covariance and correlation in bipartite complex systems with a double layer of heterogeneity. The advantage provided by the weighted estimators lies in the fact that the unweighted sample covariance and correlation can be shown to possess a bias. Indeed, such a bias affects real bipartite systems, and, for example, we report its effects on two empirical systems, one social and the other biological. On the contrary, our newly proposed weighted estimators remove the bias and are better suited to describe such systems.

Keywords

Cite

@article{arxiv.1612.07109,
  title  = {Covariance and correlation estimators in bipartite complex systems with a double heterogeneity},
  author = {Elena Puccio and Jyrki Piilo and Michele Tumminello},
  journal= {arXiv preprint arXiv:1612.07109},
  year   = {2016}
}

Comments

29 pages, 13 figures