Partially pooled covariance matrix estimation in discriminant analysis

DOI10.1080/03610928908830117zbMath0696.62256OpenAlexW2088534195MaRDI QIDQ3474036

Tom Greene, William S. Rayens

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908830117

zbMATH Keywords

empirical Bayesdiscriminant analysissmall sample classification

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

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Error rates in quadratic discrimination with constraints on the covariance matrices, Covariance pooling and stabilization for classification, Dimensionality reduction in quadratic discriminant analysis, Partially pooled covariance matrix estimation in discriminant analysis, Regularization in discriminant analysis: an overview, PLS and dimension reduction for classification, A comparison of regularization methods applied to the linear discriminant function with high-dimensional microarray data, A machine‐learning approach to detecting unknown bacterial serovars, The linear and euclidean discriminant functions: a comparison v1a asymptotic expansions and simulation study, The use of a distance measure in regularised discriminant analysis

Cites Work

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• An identity for the Wishart distribution with applications
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• Partially pooled covariance matrix estimation in discriminant analysis
• Discriminant Functions When Covariance Matrices are Unequal
• Discriminant Functions when Covariances are Unequal and Sample Sizes are Moderate
• Parametric Empirical Bayes Inference: Theory and Applications