On linear lon-odds and estimation of discriminant coefficients

DOI10.1080/03610928608829239zbMath0622.62063OpenAlexW2084590870MaRDI QIDQ3759734

L. R. Haff

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/03610928608829239

zbMATH Keywords

unbiased estimationnormal populationsprior probabilitysimultaneous estimationquadratic loss functionlinear discriminant functionWishart identitydiscriminant coefficientsestimating the inverse covariance matrixgradient of posterior log- oddslinear log-odds

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (11)

Improved second order estimation in the singular multivariate normal model ⋮ On flows of granular materials ⋮ Bayesian estimation of the precision matrix with monotone missing data ⋮ Inequalities involving expectations to characterize distributions ⋮ Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions ⋮ Generalized Bayes estimators of a normal discriminant function ⋮ Alternative linear classification rules under order restrictions ⋮ On improved estimation of normal precision matrix and discriminant coefficients ⋮ On estimation of discriminant coefficients ⋮ 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

• A Closer Look at Two Alternative Methods of Statistical Discrimination
• The Efficiency of Logistic Regression Compared to Normal Discriminant Analysis
• Choosing Between Logistic Regression and Discriminant Analysis

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