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Wavelet‐based estimation of a discriminant function

Woojin Chang, Seong‐Hee Kim and Brani Vidakovic

Applied Stochastic Models in Business and Industry, 2003, vol. 19, issue 3, 185-198

Abstract: In this paper, we consider wavelet‐based binary linear classifiers. Both consistency results and implementational issues are addressed. We show that under mild assumptions on the design density wavelet discrimination rules are L2‐consistent. The proposed method is illustrated on synthetic data sets in which the ‘truth’ is known and on an applied discrimination problem from the industrial field. Copyright © 2003 John Wiley & Sons, Ltd.

Date: 2003
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Citations: View citations in EconPapers (2)

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https://doi.org/10.1002/asmb.498

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