Some notes on extremal discriminant analysis
DOI10.1016/j.jmva.2011.06.012zbMath1231.62116OpenAlexW1984219595MaRDI QIDQ642227
Melanie Frick, Rolf-Dieter Reiss, B. G. Manjunath
Publication date: 25 October 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.06.012
truncationGaussian modelgeneralized Pareto distributionsHüsler-Reiss triangular arrayslinear discriminant functions
Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Parametric inference (62F99) Statistics of extreme values; tail inference (62G32)
Related Items (2)
Uses Software
Cites Work
- Some results on the multivariate truncated normal distribution
- Limiting distributions of maxima under triangular schemes
- On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays
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- Approximate distributions of order statistics. With applications to nonparametric statistics
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