Performance of linear discriminant analysis using different robust methods

MaRDI QIDQ4606893zbMATH OpenFDO

Authors Mufda Alrawashdeh, Taha Radwan, Kalid Abunawas Abunawas

Publication date 9 March 2018

Full work available at URL https://www.ejpam.com/index.php/ejpam/article/view/3176

zbMATH Keywords

robustlinear discriminant analysiscovariance matrixDetMCDbankruptcymultivariate statistical analysisfinancial ratioscovariance determinantconventional banksFastMCDFCHorthogonalized Gnanadesikan KettenringRFCH

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• Fast and robust discriminant analysis
• Classification efficiencies for robust linear discriminant analysis
• Robust DetS and DetMM estimators for discriminant analysis
• Robust linear discriminant analysis using S-estimators
• Empirical comparison of the classification performance of robust linear and quadratic discriminant analysis

Cites work

• Alternatives to the Median Absolute Deviation
• BACON: blocked adaptive computationally efficient outlier nominators.
• Classification efficiencies for robust linear discriminant analysis
• Fast and robust discriminant analysis
• High breakdown estimation for multiple populations with applications to discriminant analysis
• High-Breakdown Linear Discriminant Analysis
• High-breakdown robust multivariate methods
• Improved feasible solution algorithms for high breakdown estimation.
• Least Median of Squares Regression
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Robust Estimation of Dispersion Matrices and Principal Components
• Robust PCA for skewed data and its outlier map
• Robust exponential smoothing of multivariate time series
• Robust factor analysis.
• Robust linear discriminant analysis with financial ratios in special interval
• Robust regression with both continuous and binary regressors
• Robust selection of variables in linear discriminant analysis
• Robust weighted orthogonal regression in the errors-in-variables model
• Sign and rank covariance matrices

Cited in

(3)

• ROBUSTNESS OF LINEAR DISCRIMINANT ANALYSIS
• Robust DetS and DetMM estimators for discriminant analysis
• Robust linear discriminant analysis with financial ratios in special interval

Describes a project that uses

Uses Software

• mvBACON
• ROBPCA

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