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)).
Discussion on the paper by Cannings and Samworth / R. Casarin, L. Frattarolo, L. Rossini. - In: JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES B, STATISTICAL METHODOLOGY. - ISSN 1467-9868. - 79:4(2017), pp. 1008-1008.
Discussion on the paper by Cannings and Samworth
L. Rossini
2017
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)).
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