Manjunath, Bangalore G.: Extremal discriminant analysis. 2010
Inhalt
- Acknowledgment
- Kurzzusammenfassung
- Abstract
- Contents
- List of Figures
- List of Special Symbols
- 0 Introduction
- 1 Classical discriminant analysis
- 1.0 Introduction
- 1.1 Theory of discriminant analysis
- 1.2 Discriminant analysis
- 1.2.1 The model for discriminant analysis
- 1.2.2 Expected loss under misclassification
- 1.2.3 Optimal partition
- 1.2.4 Optimal partition when K=2
- 1.3 Discriminant function for Gaussian model
- 1.4 Discriminant function for truncated Gaussian density
- 1.5 Non-parametric discriminant analysis
- 2 Hüsler-Reiss GPD
- 2.0 Introduction
- 2.1 Extreme value and generalized Pareto models
- 2.2 Properties of the Hüsler--Reiss GPD
- 2.3 Simulating from the Hüsler-Reiss GP density
- 2.4 Estimation of parameters
- 2.5 Discriminant analysis for the Hüsler-Reiss GP model
- 2.6 Quadratic discriminant function
- 3 Convergence of discriminant procedure for the truncated Gaussian density
- 4 Elliptical family
- 4.0 Introduction
- 4.1 Rectangularly truncated elliptical density
- 4.2 Extreme value and generalized Pareto for elliptical distributions
- 4.3 Convergence of truncated elliptical density to the Hüsler--Reiss GP density
- A Extremal discriminant function against to the classical function in R
- B R Contribution
- B.0 Introduction
- B.1 Gibbs sampling from truncated multivariate Gaussian model
- B.2 Gibbs sampling from truncated Student-t density
- B.3 Moments calculation for multivariate truncated Gaussian model
- C Univariate extremal discriminant analysis
- Index
- Bibliography