eldorado.tu-dortmund.de/items/2bb37e17-56b8-460e-9f93-55013dc877ee
Robust normality test and robust power transformation with application to state change detection in
observations in the past, that is to compute the probability of occurrence of a state change at time t - 2 given all available data until time t. This extension is used when we derive classifications rules for [...] is available. The simulations show that the first rule has an out-of-sample classification error of 2.1% and the second rule 3.11%. Opposed to this, the naive classification rule, which is to classify according …
