Statistical pattern recognition using Gaussian copula

DOI10.1080/15598608.2015.1008607zbMath1423.62043OpenAlexW2010529768MaRDI QIDQ2320988

Sumen Sen, Norou Diawara, Khan M. Iftekharuddin

Publication date: 28 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2015.1008607

zbMATH Keywords

copulalogistic regressionstatistical classifierGaussian copulaFrank copulaClayton copulaBayes' decision rule

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Generalized linear models (logistic models) (62J12) Pattern recognition, speech recognition (68T10)

Related Items

Copula directional dependence of discrete time series marginals ⋮ Predictive inference for bivariate data: combining nonparametric predictive inference for marginals with an estimated copula

Uses Software

• CopulaModel

Cites Work

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• An introduction to copulas.
• Robust two-group discrimination by bounded influence regression. A Monte Carlo simulation
• Asymptotic efficiency of the two-stage estimation method for copula-based models
• Correlated data analysis: modeling, analytics, and applications
• Functional Linear Discriminant Analysis for Irregularly Sampled Curves
• A mixed copula model for insurance claims and claim sizes
• Dependence Modeling with Copulas
• The Efficiency of Logistic Regression Compared to Normal Discriminant Analysis
• Discriminant Analysis with Singular Covariance Matrices: Methods and Applications to Spectroscopic Data
• Maximization by Parts in Likelihood Inference

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