Bootstrap validation of links of a minimum spanning tree

[1]  Rosario N. Mantegna,et al.  Core of communities in bipartite networks , 2017, Physical review. E.

[2]  Frank Nielsen,et al.  A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets , 2017, Signals and Communication Technology.

[3]  R. Rhinehart,et al.  Correlation , 2014, BMJ : British Medical Journal.

[4]  Tiziana di Matteo,et al.  Hierarchical Information Clustering by Means of Topologically Embedded Graphs , 2011, PloS one.

[5]  Fabrizio Lillo,et al.  Correlation, Hierarchies, and Networks in Financial Markets , 2008, 0809.4615.

[6]  M. Tumminello,et al.  Spanning Trees and bootstrap Reliability Estimation in Correlation-Based Networks , 2006, Int. J. Bifurc. Chaos.

[7]  M. Tumminello,et al.  Hierarchically nested factor model from multivariate data , 2007 .

[8]  M. Kenward,et al.  An Introduction to the Bootstrap , 2007 .

[9]  M Tumminello,et al.  A tool for filtering information in complex systems. , 2005, Proceedings of the National Academy of Sciences of the United States of America.

[10]  K. Kaski,et al.  Clustering and information in correlation based financial networks , 2003, cond-mat/0312682.

[11]  K. Kaski,et al.  Dynamic asset trees and portfolio analysis , 2002, cond-mat/0208131.

[12]  M. Marsili,et al.  Algorithms of maximum likelihood data clustering with applications , 2002, cond-mat/0204202.

[13]  M. Marsili,et al.  Data clustering and noise undressing of correlation matrices. , 2000, Physical review. E, Statistical, nonlinear, and soft matter physics.

[14]  R. N. Mantegna,et al.  Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions , 2000 .

[15]  R. Mantegna.  Hierarchical structure in financial markets , 1998, cond-mat/9802256.

[16]  R. Tibshirani,et al.  An Introduction to the Bootstrap , 1995 .

[17]  L. Hubert,et al.  Comparing partitions , 1985 .

[18]  David L. Wallace,et al.  A Method for Comparing Two Hierarchical Clusterings: Comment , 1983 .

[19]  George M. Saviello.  Comment … , 1969, Comparative Studies in Society and History.