Statistical analysis of extreme values
Statistical analysis of extreme values
Some results on the multivariate truncated normal distribution
Journal of Multivariate Analysis
Limiting distributions of maxima under triangular schemes
Journal of Multivariate Analysis
Mid-infrared spectroscopy for early detection of basal stem rot disease in oil palm
Computers and Electronics in Agriculture
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Classical discriminant analysis focusses on Gaussian and nonparametric models where in the second case the unknown densities are replaced by kernel densities based on the training sample. In the present article we assume that it suffices to base the classification on exceedances above higher thresholds, which can be interpreted as observations in a conditional framework. Therefore, the statistical modeling of truncated distributions is merely required. In this context, a nonparametric modeling is not adequate because the kernel method is inaccurate in the upper tail region. Yet one may deal with truncated parametric distributions like the Gaussian ones. Our primary aim is to replace truncated Gaussian distributions by appropriate generalized Pareto distributions and to explore properties and the relationship of discriminant functions in both models.