Modeling, dependence, classification, united statistical science, many cultures

Breiman (2001) proposed to statisticians awareness of two cultures: 1. Parametric modeling culture, pioneered by R.A.Fisher and Jerzy Neyman; 2. Algorithmic predictive culture, pioneered by machine learning research. Parzen (2001), as a part of discussing Breiman (2001), proposed that researchers be aware of many cultures, including the focus of our research: 3. Nonparametric, quantile based, information theoretic modeling. Our research seeks to unify statistical problem solving in terms of comparison density, copula density, measure of dependence, correlation, information, new measures (called LP score comoments) that apply to long tailed distributions with out finite second order moments. A very important goal is to unify methods for discrete and continuous random variables. We are actively developing these ideas, which have a history of many decades, since Parzen (1979, 1983) and Eubank et al. (1987). Our research extends these methods to modern high dimensional data modeling.