Covariance Adjustments in Discrimination of Mixed Discrete and Continuous Variables

Sufficient conditions are given to ensure a better performance of the plug-in version of the covariates adjusted location linear discriminant function in an asymptotic comparison of the overall expected error rate. Our findings generalize several earlier results on discriminant function with covariance.

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Year of publication:	1999
Authors:	Leung, Chi-Ying
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 71.1999, 1, p. 111-124
Publisher:	Elsevier
Keywords:	plug-in location linear discriminant function covariance adjustment asymptotic expansion overall expected error rate

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

Persistent link: https://www.econbiz.de/10005221617