Asymptotic probabilities of misclassification of two discriminant functions in cases of high dimensional data

The "plug-in" quadratic discriminant function is common in discriminant analysis. However, this function performs poorly for high dimensional populations. We propose an alternate procedure which performs much better in the case of high dimensional data.

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Year of publication:	2004
Authors:	Cheng, Yu
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 67.2004, 1, p. 9-17
Publisher:	Elsevier
Keywords:	EPM Monte Carlo simulation Stochastic representation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223046