Some notes on extremal discriminant analysis
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References listed on IDEAS
- Hashorva, Enkelejd, 2006. "On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays," Statistics & Probability Letters, Elsevier, vol. 76(18), pages 2027-2035, December.
- Hashorva, Enkelejd, 2005. "Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution," Statistics & Probability Letters, Elsevier, vol. 72(2), pages 125-135, April.
- Robert B. Avery, 1981. "Credit scoring models with discriminant analysis and truncated samples," Research Papers in Banking and Financial Economics 54, Board of Governors of the Federal Reserve System (U.S.).
- Frick, Melanie & Reiss, Rolf-Dieter, 2010. "Limiting distributions of maxima under triangular schemes," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2346-2357, November.
- Horrace, William C., 2005. "Some results on the multivariate truncated normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 94(1), pages 209-221, May.
- Hüsler, Jürg & Reiss, Rolf-Dieter, 1989. "Maxima of normal random vectors: Between independence and complete dependence," Statistics & Probability Letters, Elsevier, vol. 7(4), pages 283-286, February.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hashorva, Enkelejd & Peng, Liang & Weng, Zhichao, 2015. "Maxima of a triangular array of multivariate Gaussian sequence," Statistics & Probability Letters, Elsevier, vol. 103(C), pages 62-72.
- Hashorva, Enkelejd & Weng, Zhichao, 2013. "Limit laws for extremes of dependent stationary Gaussian arrays," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 320-330.
- Michael Asamoah-Boaheng & Atinuke Adebanji & Morire Labeodan, 2016. "Some zero mean classification functions with unequal prior probabilities and non-normality," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 5(3), pages 2.
More about this item
KeywordsDiscriminant analysis Gaussian model Truncation Generalized Pareto distributions Linear discriminant functions Husler-Reiss triangular arrays;
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