Generalized Bayes estimators of a normal discriminant function

DOI10.1016/0047-259X(92)90063-LzbMath0745.62025MaRDI QIDQ1186781

Andrew. L. Rukhin

Publication date: 28 June 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

classificationgeneralized Bayes estimatorquadratic lossdiscriminant coefficientsapproximation by proper priorsnormal discriminant functionsscale equivariant estimatorstraditional estimator of discriminant coefficient vector

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15) Admissibility in statistical decision theory (62C15)

Related Items (3)

Sparse quadratic classification rules via linear dimension reduction ⋮ New estimators of discriminant coefficients as the gradient of log-odds ⋮ Shrinkage and modification techniques in estimation of variance and the related problems: A review

Cites Work

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• Improving on equivariant estimators
• Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix
• On linear lon-odds and estimation of discriminant coefficients
• On the A Priori Distribution of the Covariance Matrix

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