Journal of Statistical Theory and Applications (JSTA) (Sep 2020)
EBC-Estimator of Multidimensional Bayesian Threshold in Case of Two Classes
Abstract
Some threshold-based classification rules in case of two classes are defined. In assumption, that a learning sample is obtained from a mixture with varying concentration, the empirical-Bayesian classification (EBC)-estimator of multidimensional Bayesian threshold is constructed. The conditions of convergence in probability of estimator are found.
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