Error rates in quadratic discrimination with constraints on the covariance matrices

DOI10.1007/BF01201025zbMath0825.62538OpenAlexW2093177726MaRDI QIDQ1344866

V. Pereyra

Publication date: 22 February 1995

Published in: Journal of Classification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01201025

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items

Recipes for sparse LDA of horizontal data, Influence functions of two families of robust estimators under proportional scatter matrices, High-dimensional testing for proportional covariance matrices, Robust discrimination under a hierarchy on the scatter matrices, Regularization in discriminant analysis: an overview, Regularization of the location model in discrimination with mixed discrete and continuous variables, Unconstrained representation of orthogonal matrices with application to common principal components, Discriminant analysis of interval data: an assessment of parametric and distance-based approaches, Choosing models in model-based clustering and discriminant analysis, Closed Likelihood Ratio Testing Procedures to Assess Similarity of Covariance Matrices

Uses Software

• AS 53
• AS 155
• AS 211

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Proportionality of k covariance matrices
• Quadratic discriminant functions with constraints on the covariance matrices: Some asymptotic results
• The bias of Fisher's linear discriminant function when the variancies are not equal
• Discriminant analysis and clustering. Panel on discriminant analysis, classification, and clustering
• Comparison of linear and quadratic discriminant functions
• Partially pooled covariance matrix estimation in discriminant analysis
• The Euclidean distance classifier: an alternative to the linear discriminant function
• The comparison of sample covariance matrices using likelihood ratio tests
• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• Error rates of non-Bayes classification rules and the robustness of Fisher's linear discriminant function
• Discriminant Functions When Covariance Matrices are Unequal
• The Efficiency of Logistic Regression Compared to Normal Discriminant Analysis
• Discriminant Functions when Covariances are Unequal and Sample Sizes are Moderate
• A NEW APPROACH TO DISCRIMINATION AND CLASSIFICATION USING A HAUSDORFF TYPE DISTANCE
• Computing the distribution of quadratic forms in normal variables
• Numerical inversion of a characteristic function