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The effects of misclassification costs and skewed distributions in two-group classification

dc.contributor.authorDuarte Silva, A. P.
dc.contributor.authorStam, A.
dc.contributor.authorNeter, J.
dc.date.accessioned2018-11-30T11:13:56Z
dc.date.available2018-11-30T11:13:56Z
dc.date.issued2002
dc.description.abstractIn this study, Monte Carlo simulation experiments were employed to examine the performance of four statistical two-group classification methods when the data distributions are skewed and misclassification costs are unequal, conditions frequently encountered in business and economic applications. The classification methods studied are linear and quadratic parametric, nearest neighbor and logistic regression methods. It was found that when skewness is moderate, the parametric methods tend to give best results. Depending on the specific data condition, when skewness is high, either the linear parametric, logistic regression, or the nearest-neighbor method gives the best results. When misclassification costs differ widely across groups, the linear parametric method is favored over the other methods for many of the data conditions studied.pt_PT
dc.description.versioninfo:eu-repo/semantics/publishedVersionpt_PT
dc.identifier.citationDuarte Silva, A. P., Stam, A., Neter, J. (2002). The effects of misclassification costs and skewed distributions in two-group classification. Communications in Statistics - Simulation and Computation, 31(3), 401-423pt_PT
dc.identifier.doi10.1081/SAC-120003849pt_PT
dc.identifier.issn1532-4141
dc.identifier.urihttp://hdl.handle.net/10400.14/26245
dc.language.isoengpt_PT
dc.peerreviewedyespt_PT
dc.publisherTaylor & Francispt_PT
dc.subjectClassification analysispt_PT
dc.subjectDiscriminant analysispt_PT
dc.subjectNonparametric statistical methodspt_PT
dc.titleThe effects of misclassification costs and skewed distributions in two-group classificationpt_PT
dc.typejournal article
dspace.entity.typePublication
oaire.citation.titleCommunications in Statistics - Simulation and Computationpt_PT
rcaap.rightsrestrictedAccesspt_PT
rcaap.typearticlept_PT

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