Some notes on extremal discriminant analysis

Classical discriminant analysis focusses on Gaussian and nonparametric models where in the second case the unknown densities are replaced by kernel densities based on the training sample. In the present article we assume that it suffices to base the classification on exceedances above higher thresho...

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Veröffentlicht in:	Journal of multivariate analysis 2012, Vol.103 (1), p.107-115
Hauptverfasser:	Manjunath, B.G., Frick, Melanie, Reiss, Rolf-Dieter
Format:	Artikel
Sprache:	eng
Schlagworte:	Discriminant analysis Discriminant analysis Gaussian model Truncation Generalized Pareto distributions Linear discriminant functions Husler-Reiss triangular arrays Gaussian model Generalized Pareto distributions Hüsler–Reiss triangular arrays Linear discriminant functions Mathematical models Normal distribution Pareto optimum Studies Truncation
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