On estimation of discriminant coefficients

DOI10.1016/0167-7152(91)90142-EMaRDI QIDQ753349zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 1991

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(91)90142-e

zbMATH Keywords

precision matrixunbiased estimatorquadratic lossEstimation of discriminant coefficientsFisher's linear discriminant functionlinear distriminant analysisposterior log-oddsWishart identity

Mathematics Subject Classification ID

Point estimation (62F10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Estimation in multivariate analysis (62H12) Statistical decision theory (62C99)

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Cites work

• scientific article; zbMATH DE number 3862243 (Why is no real title available?)
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• An identity for the Wishart distribution with applications
• Empirical Bayes on vector observations: An extension of Stein's method
• Estimation of a covariance matrix under Stein's loss
• Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity
• Minimax estimators for a multinormal precision matrix
• Multivariate empirical Bayes and estimation of covariance matrices
• On linear lon-odds and estimation of discriminant coefficients
• Optimum Classification Rules for Classification into Two Multivariate Normal Populations
• Trimmed minimax estimator of a covariance matrix

Cited in

(14)

• New estimators of discriminant coefficients as the gradient of log-odds
• Sampling strategy for optimal classification into one of two correlated normal populations
• Improved second order estimation in the singular multivariate normal model
• On the performance of some statistics in discriminant analysis based on covariates
• On linear lon-odds and estimation of discriminant coefficients
• scientific article; zbMATH DE number 3103035 (Why is no real title available?)
• Shrinkage and modification techniques in estimation of variance and the related problems: A review
• Regularization in discriminant analysis: an overview
• Skewness and the linear discriminant function
• Generalized Bayes estimators of a normal discriminant function
• scientific article; zbMATH DE number 3980265 (Why is no real title available?)
• Updating of population parameters and credibility of discriminant analysis
• Alternative linear classification rules under order restrictions
• On improved estimation of normal precision matrix and discriminant coefficients

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