Discussion on "Random-projection ensemble classification" by T. Cannings and R. Samworth

Roberto Casarin, Lorenzo Frattarolo, Luca Rossini

Research output: Contribution to JournalArticleAcademicpeer-review

Abstract

Discussion on "Random-projection ensemble classification" by T. Cannings and R. Samworth. We believe that the proposed approach can find many applications in economics such as credit scoring (e.g. Altman (1968)) and can be extended to more general type of classifiers. In this discussion we would like to draw authors attention to the copula-based discriminant analysis (Han et al. (2013) and He et al. (2016)).
Original languageEnglish
JournalJournal of the Royal Statistical Society. Series B. Statistical Methodology
Volume79
Issue number4
Publication statusPublished - Sep 2017
Externally publishedYes

Bibliographical note

2 pages

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