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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.
Persistent link: https://www.econbiz.de/10005313822
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...
Persistent link: https://www.econbiz.de/10005221617
A regularized classifier is proposed for a two-population classification problem of mixed continuous and categorical variables in a general location model(GLOM). The limiting overall expected error for the classifier is given. It can be used in an optimization search for the regularization...
Persistent link: https://www.econbiz.de/10005221689
Classification of mixed categorical and continuous data is often performed using the location linear discriminant function which assumes across-location homoscedasticity. In this paper, we investigate the hazard arising from a routine application of the classifier under across-location...
Persistent link: https://www.econbiz.de/10005152798
Persistent link: https://www.econbiz.de/10005165378
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