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Euclidean distance-based classification rules are derived within a certain nonclassical linear model approach and applied to elliptically contoured samples having a density generating function g. Then a geometric measure theoretical method to evaluate exact probabilities of correct...
Persistent link: https://www.econbiz.de/10005199753
For the multivariate l1-norm symmetric distributions, which are generalizations of the n-dimensional exponential distribution with independent marginals, a geometric representation formula is given, together with some of its basic properties. This formula can especially be applied to a new...
Persistent link: https://www.econbiz.de/10005153218
For the probabilities of large deviations of Gaussian random vectors an asymptotic expansion is derived. Based upon a geometric measure representation for the Gaussian law the interactions between global and local geometric properties both of the distribution and of the large deviation domain...
Persistent link: https://www.econbiz.de/10005006517