Exact misclassification probabilities for plug-in normal quadratic discriminant functions. II: The heterogeneous case

DOI10.1006/jmva.2001.2034zbMath1099.62517OpenAlexW2059847367WikidataQ56504897 ScholiaQ56504897MaRDI QIDQ700136

Donald St. P. Richards, H. Richard III McFarland

Publication date: 30 September 2002

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

Full work available at URL: https://doi.org/10.1006/jmva.2001.2034

zbMATH Keywords

discriminant analysiscross-validationBessel function of matrix argumentmisclassification probabilitymultivariate gamma functionstochastic representationWishart distributionmultivariate normal distributionapparent error ratecorporate financial datadiabetes dataholdout methodiris dataresubstitution method

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Exact distribution theory in statistics (62E15)

Related Items (3)

An asymptotic expansion for the distribution of the linear discriminant function based on monotone missing data ⋮ Determination of the optimal number of features for quadratic discriminant analysis via the normal approximation to the discriminant distribution ⋮ Influence of observations on the misclassification probability in quadratic discriminant analysis

Cites Work

• Bessel functions of matrix argument
• Data. A collection of problems from many fields for the student and research worker
• Robustness of the linear discriminant function to nonnormality: Johnson's system
• Transformation considerations in discriminant analysis
• Discrimination in the case of zero mean differences
• Exact misclassification probabilities for plug-in normal quadratic discriminant functions. I: The equal-means case
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