On estimation of discriminant coefficients

DOI10.1016/0167-7152(91)90142-EzbMath0716.62058OpenAlexW2006366768MaRDI QIDQ753349

D. Kharzeev

Publication date: 1991

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90142-e

zbMATH Keywords

quadratic lossprecision matrixunbiased estimatorEstimation of discriminant coefficientsFisher's linear discriminant functionlinear distriminant analysisposterior log-oddsWishart identity

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Point estimation (62F10) Statistical decision theory (62C99)

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Improved second order estimation in the singular multivariate normal model, Generalized Bayes estimators of a normal discriminant function, Regularization in discriminant analysis: an overview, Alternative linear classification rules under order restrictions, On improved estimation of normal precision matrix and discriminant coefficients, Sampling strategy for optimal classification into one of two correlated normal populations, 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

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