Classification rules for stable distributions

DOI10.1016/S0895-7177(01)00117-0zbMath1005.60035OpenAlexW1975890112WikidataQ126408559 ScholiaQ126408559MaRDI QIDQ1600527

R. Smith

Publication date: 13 June 2002

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0895-7177(01)00117-0

zbMATH Keywords

tail probability\(\alpha\)-stable distributionapparent error rateclassification rulequantile-based discrimination

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Point estimation (62F10)

Related Items (1)

Learning algorithms may perform worse with increasing training set size: algorithm-data incompatibility

Cites Work

• Modeling asset returns with alternative stable distributions^*
• Unnamed Item
• Unnamed Item

This page was built for publication: Classification rules for stable distributions