Partially pooled covariance matrix estimation in discriminant analysis
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Publication:3474036
DOI10.1080/03610928908830117zbMath0696.62256OpenAlexW2088534195MaRDI QIDQ3474036
Publication date: 1989
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928908830117
Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (10)
Error rates in quadratic discrimination with constraints on the covariance matrices ⋮ Covariance pooling and stabilization for classification ⋮ Dimensionality reduction in quadratic discriminant analysis ⋮ Partially pooled covariance matrix estimation in discriminant analysis ⋮ Regularization in discriminant analysis: an overview ⋮ PLS and dimension reduction for classification ⋮ A comparison of regularization methods applied to the linear discriminant function with high-dimensional microarray data ⋮ A machine‐learning approach to detecting unknown bacterial serovars ⋮ The linear and euclidean discriminant functions: a comparison v1a asymptotic expansions and simulation study ⋮ The use of a distance measure in regularised discriminant analysis
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- An identity for the Wishart distribution with applications
- Extension of the Gauss-Markov theorem to include the estimation of random effects
- Partially pooled covariance matrix estimation in discriminant analysis
- Discriminant Functions When Covariance Matrices are Unequal
- Discriminant Functions when Covariances are Unequal and Sample Sizes are Moderate
- Parametric Empirical Bayes Inference: Theory and Applications
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