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2014 | OriginalPaper | Buchkapitel

DDα-Classification of Asymmetric and Fat-Tailed Data

verfasst von : Tatjana Lange, Karl Mosler, Pavlo Mozharovskyi

Erschienen in: Data Analysis, Machine Learning and Knowledge Discovery

Verlag: Springer International Publishing

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Abstract

The DDα-procedure is a fast nonparametric method for supervised classification of d-dimensional objects into q ≥ 2 classes. It is based on q-dimensional depth plots and the α-procedure, which is an efficient algorithm for discrimination in the depth space [0, 1] q . Specifically, we use two depth functions that are well computable in high dimensions, the zonoid depth and the random Tukey depth, and compare their performance for different simulated data sets, in particular asymmetric elliptically and t-distributed data.

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Metadaten
Titel
DDα-Classification of Asymmetric and Fat-Tailed Data
verfasst von
Tatjana Lange
Karl Mosler
Pavlo Mozharovskyi
Copyright-Jahr
2014
DOI
https://doi.org/10.1007/978-3-319-01595-8_8