Draft:Iman-Conover method

Submission declined on 6 November 2024 by Tavantius (talk).

This submission is not adequately supported by reliable sources. Reliable sources are required so that information can be verified. If you need help with referencing, please see Referencing for beginners and Citing sources.

If you would like to continue working on the submission, click on the "Edit" tab at the top of the window.
If you have not resolved the issues listed above, your draft will be declined again and potentially deleted.
If you need extra help, please ask us a question at the AfC Help Desk or get live help from experienced editors.
Please do not remove reviewer comments or this notice until the submission is accepted.

Where to get help

If you need help editing or submitting your draft, please ask us a question at the AfC Help Desk or get live help from experienced editors. These venues are only for help with editing and the submission process, not to get reviews.
If you need feedback on your draft, or if the review is taking a lot of time, you can try asking for help on the talk page of a relevant WikiProject. Some WikiProjects are more active than others so a speedy reply is not guaranteed.

How to improve a draft

Wikipedia:Contributing to Wikipedia – a basic overview on how to edit Wikipedia.
Help:Wikitext – how to use the markup
Help:Referencing for beginners – how to include references
Wikipedia:Article development – how to develop your article
Wikipedia:Writing better articles – how to improve your article
Wikipedia:Verifiability – make sure your article includes reliable third-party sources

You can also browse Wikipedia:Featured articles and Wikipedia:Good articles to find examples of Wikipedia's best writing on topics similar to your proposed article.

Improving your odds of a speedy review

To improve your odds of a faster review, tag your draft with relevant WikiProject tags using the button below. This will let reviewers know a new draft has been submitted in their area of interest. For instance, if you wrote about a female astronomer, you would want to add the Biography, Astronomy, and Women scientists tags.

Add tags to your draft

Editor resources

Easy tools: Citation bot (help) | Advanced: Fix bare URLs

Declined by Tavantius 14 days ago. Last edited by Tavantius 14 days ago. Reviewer: Inform author.

Resubmit

Please note that if the issues are not fixed, the draft will be declined again.

Comment: One of the two sources are from the people who made the method. Is there any coverage on the method itself? Tavantius (talk) 14:08, 6 November 2024 (UTC)

The Iman-Conover (IC) method or transformation is a statistical method for generating a sample with a specified rank-correlation.^[1]

Description of full method

The IC method takes as input a set of data and a target correlation matrix. The method works by rearranging the data to achieve a rank correlation close to the target correlation matrix.

Let $\mathbf {X}$ be a data matrix and let $\mathbf {C}$ be a target rank-correlation matrix. the IC method rearranges the rows of $\mathbf {X}$ to form a new data matrix $\mathbf {W}$ with rank correlation close to $\mathbf {C}$ .

The method works as follows:

Create normal scores, $\mathbf {S}$ from $\mathbf {X}$
Uncorrelate the scores, define these as $\mathbf {Z}$
Transform $\mathbf {Z}$ to match the correlation matrix $\mathbf {C}$ , for example by the Cholesky decomposition, define these as $\mathbf {Y}$
Reorder the elements of $\mathbf {X}$ to match the ordering from $\mathbf {Y}$

Strong uniform consistency of the estimated sum distribution function is prooved^[2].

A simpler version involves simulating directly from a specified copula and using the resulting output to reorder as in step 4 above.

References

^ Iman, Ronald L.; Conover, W. J. (Jan 1981). "A distribution-free approach to inducing rank correlation among input variables". Communications in Statistics - Simulation and Computation. 11 (3). Taylor & Francis: 311–334. doi:10.1080/03610918208812265.
^ Mainik, Georg (2015). "Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions". Journal of Multivariate Analysis. 141. Elsevier: 197–216. doi:10.1016/j.jmva.2015.07.008.

[IC-1] Iman, Ronald L.; Conover, W. J. (Jan 1981). "A distribution-free approach to inducing rank correlation among input variables". Communications in Statistics - Simulation and Computation. 11 (3). Taylor & Francis: 311–334. doi:10.1080/03610918208812265.

[IC2-2] Mainik, Georg (2015). "Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions". Journal of Multivariate Analysis. 141. Elsevier: 197–216. doi:10.1016/j.jmva.2015.07.008.

[1]

[2]