Dieses Buch führt ein in die grundlegenden Ansätze des Clusterns, Segmentierens und der Faktorextraktion. Kapitel 1 behandelt die Familie der Clusteranalysen. Darin vorgestellt werden u.a. hierarchische, partitionierende, sowie das TwoStep Cluster-Verfahren. Kapitel 2 behandelt die Gruppe der...

We consider a unified description of classification rules for nearly singular covariance matrices. When the covariance matrices of the groups or the pooled covariance matrix become nearly singular, bayesian classification rules become seriously unstable. Several procedures have been proposed to...

We discuss how to assess the performance for credit scores under the assumption that for credit data only a part of the defaults and nondefaults is observed. The paper introduces a criterion that is based on the difference of the score distributions under default and nondefault. We show how to...