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A Note on the Dimension of the Projection Space in a Latent Factor Regression Model with Application to Business Cycle Classification

Weihs, Claus; Luebke, Karsten - Institut für Wirtschafts- und Sozialstatistik, … - 2004

lemma is outlined and an application of such a projection on latent factors in a classification example is given. …

Persistent link: https://www.econbiz.de/10009216883

Localized Linear Discriminant Analysis

Czogiel, Irina; Luebke, Karsten; Zentgraf, Marc; Weihs, … - Institut für Wirtschafts- und Sozialstatistik, … - 2006

Despite its age, the Linear Discriminant Analysis performs well even in situations where the underlying premises like normally distributed data with constant covariance matrices over all classes are not met. It is, however, a global technique that does not regard the nature of an individual...

Persistent link: https://www.econbiz.de/10009216910

On a strategy to develop robust and simple tariffs from motor vehicle insurance data

Christmann, Andreas - Institut für Wirtschafts- und Sozialstatistik, … - 2004

The goals of this paper are twofold: we describe common features in data sets from motor vehicle insurance companies and we investigate a general strategy which exploits the knowledge of such features. The results of the strategy are a basis to develop insurance tariffs. The strategy is applied...

Persistent link: https://www.econbiz.de/10009295203

Variance reduction with Monte Carlo estimates of error rates in multivariate classification

Weihs, Claus; Calzolari, Giorgio; Röhl, Michael C. - Institut für Wirtschafts- und Sozialstatistik, … - 1999

multivariate classification. …

Persistent link: https://www.econbiz.de/10010982366

Direct minimization of error rates in multivariate classification

Röhl, Michael C.; Weihs, Claus - Institut für Wirtschafts- und Sozialstatistik, … - 1999

We propose a computer intensive method for linear dimension reduction which minimizes the classification error directly … optimal classification to classical discriminant analysis (McLachlan 1992). Special emphasis is put on the case when …

Persistent link: https://www.econbiz.de/10010982395

Multivariate classification of business phases

Weihs, Claus; Röhl, Michael C.; Theis, Winfried - Institut für Wirtschafts- und Sozialstatistik, … - 1999

We propose multivariate classification as a statistical tool to describe business cycles. These cycles are often … economic variables. Multivariate classification overcomes these limitations by reducing dimension in a way suitable for human … potential of classification methods by determining the important economic variables (stylized facts) for the German business …

Persistent link: https://www.econbiz.de/10010982396