Moments of linear discriminant functions and an asymptotic confidence interval for the log odds ratio

DOI10.1093/biomet/74.4.829zbMath0629.62056OpenAlexW2011440577MaRDI QIDQ3766658

A. W. Davis

Publication date: 1987

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/74.4.829

zbMATH Keywords

Edgeworth seriesSimulationzonal polynomialsminimum variance unbiased estimatorasymptotic confidence intervallog odds ratioAnderson's linear discriminant functionasymptotic expansions of the cumulantsestimation of nuisance parametersexact central momentsinvariant polynomials of matrix argumentsmoments of linear discriminant functions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (6)

Covariance structure approximation via gLasso in high-dimensional supervised classification ⋮ Interval estimation in two-group discriminant analysis under heteroscedasticity for large dimension ⋮ Moments of the likelihood-based discriminant function ⋮ Supervised classifiers for high-dimensional higher-order data with locally doubly exchangeable covariance structure ⋮ Discriminant Analysis for Langevin Population ⋮ Invariant Polynomials and Related Tests

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