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A lot of alternatives and constraints have been proposed in order to improve the Fisher criterion. But most of them are not linked to the error rate, the primary interest in many applications of classification. By introducing an upper bound for the error rate a criterion is developed which can...
Persistent link: https://www.econbiz.de/10003085044
Persistent link: https://www.econbiz.de/10003904643
Linear Discriminant Analysis (LDA) performs well for classifica- tion of business phases even though the premises of an LDA are not met. As the variables are highly correlated there are numerical as well as interpretational shortcomings. By transforming the classification problem to a regression...
Persistent link: https://www.econbiz.de/10003213743
In this paper we show that the recent notion of regression depth can be used as a data-analytic tool to measure the amount of separation between successes and failures in the binary response framework. Extending this algorithm allows us to compute the overlap in data sets which are commonly...
Persistent link: https://www.econbiz.de/10009793277