The two-group discriminant problem with equal group mean vectors: An experimental evaluation of six linear/nonlinear programming formulations

DOI10.1016/0377-2217(94)90370-0MaRDI QIDQ1333458zbMATH OpenOpenAlexFDO

Authors Jamshid C. Hosseini, Robert L. Armacost

Publication date 15 September 1994

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-2217(94)90370-0

zbMATH Keywords

simulationmultivariate statisticsmultiple discriminant analysis

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of mathematical programming (90C90)

Recommendations

• Multigroup Discriminant Analysis Using Linear Programming
• Experimental evaluation of the classificatory performance of mathematical programming approaches to the three-group discriminant problem: The case of small samples
• Evaluating the maximize minimum distance formulation of the linear discriminant problem
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Cites work

• A comparison of a robust mixed-integer approach to existing methods for establishing classification rules for the discriminant problem
• Design and Testing of a Generalized Reduced Gradient Code for Nonlinear Programming
• Discriminant analysis via mathematical programming: Certain problems and their causes
• Simple but powerful goal programming models for discriminant problems

Cited in

(9)

• An algorithm for nonmetric discriminant analysis.
• The detection of earnings manipulation: the three-phase cutting plane algorithm using mathematical programming
• Small population size and large dimension performance of some equal mean discrimination functions
• Evaluating the maximize minimum distance formulation of the linear discriminant problem
• Computational characteristics of a new mathematical programming model for the three-group discriminant problem
• Statistical discrimination based on absolute deviations from the mean
• Multicriteria classification and sorting methods: A literature review
• Addressing the multigroup discriminant problem using multivariate statistics and mathematical programming
• A comparative study of the effect of the position of outliers on classical and nontraditional approaches to the two-group classification problem

Describes a project that uses

Uses Software

• SAS
• IMSL Numerical Libraries
• LINDO

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