Partially pooled covariance matrix estimation in discriminant analysis

DOI10.1080/03610928908830117zbMATH Open0696.62256OpenAlexW2088534195MaRDI QIDQ3474036FDOQ3474036

Authors Tom Greene, William S. Rayens

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

zbMATH Keywords

empirical Bayesdiscriminant analysissmall sample classification

Mathematics Subject Classification ID

Bayesian inference (62F15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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• scientific article; zbMATH DE number 5280163

Cites work

• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• An identity for the Wishart distribution with applications
• Discriminant Functions When Covariance Matrices are Unequal
• Discriminant Functions when Covariances are Unequal and Sample Sizes are Moderate
• Extension of the Gauss-Markov theorem to include the estimation of random effects
• Parametric Empirical Bayes Inference: Theory and Applications
• Partially pooled covariance matrix estimation in discriminant analysis

Cited in

(12)

• Partially pooled covariance matrix estimation in discriminant analysis
• The linear and euclidean discriminant functions: a comparison v1a asymptotic expansions and simulation study
• A machine‐learning approach to detecting unknown bacterial serovars
• Covariance pooling and stabilization for classification
• Regularization in discriminant analysis: an overview
• Dimensionality reduction in quadratic discriminant analysis
• The use of a distance measure in regularised discriminant analysis
• Partial Distributional Canonical Discriminant Analysis
• On the spectral decomposition in normal discriminant analysis
• Error rates in quadratic discrimination with constraints on the covariance matrices
• PLS and dimension reduction for classification
• A comparison of regularization methods applied to the linear discriminant function with high-dimensional microarray data

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