Smooth discrimination analysis

Discriminant analysis for two data sets in IRd with probability densities f and g can be based on the estimation of the set G = {x : f(x) Ï g(x)}. We consider applications where it is appropriate to assume that the region G has a smooth boundary. In particular, this assumption makes sense if discriminant analysis is used as a data analytic tool. We discuss optimal rates for estimation of G.

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Year of publication:	1998
Authors:	Mammen, Enno ; Tsybakov, Aleksandr B.
Institutions:	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
Subject:	minimax rates \| discrimination analysis \| Bayes risk

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Extent:	application/pdf
Series:	SFB 373 Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	Number 1998,4
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010983476