Dimensionality reduction in quadratic discriminant analysis

DOI10.1016/0167-9473(93)90111-6zbMath0937.62607OpenAlexW2038241909MaRDI QIDQ1361584

James R. Schott

Publication date: 31 August 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(93)90111-6

zbMATH Keywords

misclassification probabilityeigenprojectionheterogeneous covariance matrices

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items

Regularization in discriminant analysis: an overview ⋮ On the structure of the quadratic subspace in discriminant analysis ⋮ Effect of dimensionality on discrimination ⋮ On the Properties of the SAVE Directions ⋮ High-dimensional data clustering ⋮ A comparison of the post selection error rate behaviour of the normal linear and quadratic discriminant rules

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Linear dimension reduction and Bayes classification
• Asymptotic inference for eigenvectors
• On the optimal number of features in the classification of multivariate Gaussian data
• Covariance pooling and stabilization for classification
• Canonical mean projections and confidence regions in canonical variate analysis
• Partially pooled covariance matrix estimation in discriminant analysis
• Optimal bounds for the distributions of some test criteria for tests of dimensionality
• On confidence regions in canonical variate analysis
• On the Effects of Dimension in Discriminant Analysis for Unequal Covariance Populations
• Discriminant Functions When Covariance Matrices are Unequal
• On the Effects of Dimension in Discriminant Analysis
• A Note on the Equivalency of Two Discrimination Procedures
• Discriminant Functions when Covariances are Unequal and Sample Sizes are Moderate