An Extension of the Traditional Classi cation Rules: the Case of Non-Random Samples
Anuradha Roy and
Ricardo Leiva
Additional contact information
Anuradha Roy: The University of Texas at San Antonio
Ricardo Leiva: F.C.E., Universidad Nacional de Cuyo
No 57, Working Papers from College of Business, University of Texas at San Antonio
Abstract:
The paper deals with an heuristic generalization of the traditional classi cation rules by incorporating within sample dependencies. The main motivation behind this generalization is to develop a new classi cation rule when training samples are not random, but, jointly equicorrelated.
Keywords: Classi cation rules; Non-random samples; Jointly equicorrelated training vectors (search for similar items in EconPapers)
JEL-codes: C30 (search for similar items in EconPapers)
Pages: 14 pages
Date: 2008-07-20
References: View references in EconPapers View complete reference list from CitEc
Citations:
Downloads: (external link)
http://interim.business.utsa.edu/wps/MSS/0057MSS-253-2008.pdf Full text (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:tsa:wpaper:00102mss
Access Statistics for this paper
More papers in Working Papers from College of Business, University of Texas at San Antonio Contact information at EDIRC.
Bibliographic data for series maintained by Wendy Frost ().