A hierarchical clustering method for random intervals based on a similarity measure

Abstract

AbstractA new clustering method for random intervals that are measured in the same units over the same group of individuals is provided. It takes into account the similarity degree between the expected values of the random intervals that can be analyzed by means of a two-sample similarity bootstrap test. Thus, the expectations of each pair of random intervals are compared through that test and a p-value matrix is finally obtained. The suggested clustering algorithm considers such a matrix where each p-value can be seen at the same time as a kind of similarity between the random intervals. The algorithm is iterative and includes an objective stopping criterion that leads to statistically similar clusters that are different from each other. Some simulations to show the empirical performance of the proposal are developed and the approach is applied to two real-life situations.