Elliptically Contoured Models in Classification

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14310%2F07%3A00032420" target="_blank" >RIV/00216224:14310/07:00032420 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Elliptically Contoured Models in Classification

Popis výsledku v původním jazyce

This paper demonstrates that linear and quadratic discriminant decision rules of classifying observation as coming from one of several multivariate normal distribution can be construct for much broader classes of multivariate distributions such as elliptically contoured distributions (ECDs). The performance of a binary (two-groups) classifier with continuous output is often evaluated with receiver operating characteristic (ROC) curve analysis, which yields indices of accuracy such as the area under thecurve (AUC). The most common method of ROC analysis is based on the bi-normal model. In this paper the attention is concerned with a more general fully parameterized bi-distributional model assuming elliptically contoured distributions (ECD).

Název v anglickém jazyce

Elliptically Contoured Models in Classification

Popis výsledku anglicky

This paper demonstrates that linear and quadratic discriminant decision rules of classifying observation as coming from one of several multivariate normal distribution can be construct for much broader classes of multivariate distributions such as elliptically contoured distributions (ECDs). The performance of a binary (two-groups) classifier with continuous output is often evaluated with receiver operating characteristic (ROC) curve analysis, which yields indices of accuracy such as the area under thecurve (AUC). The most common method of ROC analysis is based on the bi-normal model. In this paper the attention is concerned with a more general fully parameterized bi-distributional model assuming elliptically contoured distributions (ECD).

Druh

D - Stať ve sborníku

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2007

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

S.Co.2007 Book of short papers (Complex Models and Computational Intensive Methods for Estimation and Prediction)

ISBN

978-88-6129-114-0

ISSN

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e-ISSN

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Počet stran výsledku

6

Strana od-do

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Název nakladatele

CLEUP Editore

Místo vydání

Venice, Italy

Místo konání akce

Venice, Italy

Datum konání akce

1. 1. 2007

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

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