The location linear discriminant for classifying observations with unequal variances
The location linear discriminant adjusted for unequal conditional dispersion matrices in different locations is derived. Distribution of the studentized plug-in discriminant is expanded up to the second order. The method leads to an expansion for the probability of misclassification.
Year of publication: |
1996
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Authors: | Leung, Chi-Ying |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 31.1996, 1, p. 23-29
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Publisher: |
Elsevier |
Keywords: | Plug-in discriminant function Asymptotic expansion Probability of misclassification |
Saved in:
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