ON THE CONSISTENCY AND ROBUSTNESS PROPERTIES OF LINEAR DISCRIMINANT ANALYSIS

Strong consistency of linear discriminant analysis is established under wide assumptions on the class conditional densities. Robustness to the presence of a mild degree of class dispersion heterogeneity is also analyzed. Results obtained may help to explain analytically the frequent good behavior in applications of linear discrimination techniques.

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Year of publication:	2002-08
Authors:	Velilla, Santiago ; Hemández, Adolfo
Institutions:	Departamento de Estadistica, Universidad Carlos III de Madrid

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Extent:	application/pdf
Series:	Statistics and Econometrics Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005249609