Linear Discrimination with Adaptive Ridge Classification Rules

This article considers the use of adaptive ridge classification rules for classifying an observation as coming from one of two multivariate normal distributionsN([mu](1),Â [Sigma]) andN([mu](2),Â [Sigma]). In particular, the asymptotic expected error rates for a general class of these rules are obtained and are compared with that of the usual linear discriminant rule.

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Year of publication:	1997
Authors:	Loh, Wei-Liem
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 62.1997, 2, p. 169-180
Publisher:	Elsevier
Keywords:	adaptive ridge classification rule asymptotic error rate expansion linear discrimination multivariate normal distribution

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

Persistent link: https://www.econbiz.de/10005160546