Nonlinear discriminant functions for mixed random walk models

DOI10.1080/03610918.2010.524334MaRDI QIDQ3072422zbMATH OpenOpenAlexFDO

Authors

Publication date 3 February 2011

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2010.524334

zbMATH Keywords

discriminant functionsMonte Carlo studyrandom walk distributiontables

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Point estimation (62F10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Monte Carlo methods (65C05)

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Cites work

• Errors of misclassification associated with gamma distribution
• Estimation of a discriminant function from a mixture of two gamma distributions when the sample size is small
• Estimators for the parameters of a finite mixture of distributions
• Generating random vectors from a bivariate random walk density function
• scientific article; zbMATH DE number 3841285 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• Nonparametric Bayes error estimation using unclassified samples
• Normal Discrimination with Unclassified Observations
• On the identifiability of finite mixtures of distributions (Corresp.)
• Random walk density function with unknown origin
• Small sample results for a nonlinear discriminant function estimated from a mixture of two Burr type XII distributions
• The efficiency of a linear discriminant function based on unclassified initial samples
• The efficiency of a nonlinear discriminant function based on unclassified initial samples from a mixture of two Burr type XII populations
• Variance comparisons for unbiased estimators of probability of correct classification (Corresp.)

Cited in

(2)

• Estimation of a discriminant function from a mixture of two Burr type III distributions
• Likelihood methods for the discrimination problem

Describes a project that uses

Uses Software

• IMSL Numerical Libraries

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