On linear lon-odds and estimation of discriminant coefficients

DOI10.1080/03610928608829239MaRDI QIDQ3759734zbMATH OpenOpenAlexFDO

Authors L. R. Haff

Publication date 1986

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928608829239

zbMATH Keywords

normal populationsprior probabilitysimultaneous estimationquadratic loss functionlinear discriminant functionunbiased estimationWishart identitydiscriminant coefficientsestimating the inverse covariance matrixgradient of posterior log- oddslinear log-odds

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Estimation in multivariate analysis (62H12)

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Cites work

• A Closer Look at Two Alternative Methods of Statistical Discrimination
• Choosing Between Logistic Regression and Discriminant Analysis
• The Efficiency of Logistic Regression Compared to Normal Discriminant Analysis

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(14)

• Moments of linear discriminant functions and an asymptotic confidence interval for the log odds ratio
• New estimators of discriminant coefficients as the gradient of log-odds
• Improved second order estimation in the singular multivariate normal model
• Bayesian estimation of the precision matrix with monotone missing data
• Shrinkage and modification techniques in estimation of variance and the related problems: A review
• On flows of granular materials
• Dimension Reduction with Linear Discriminant Functions Based on an Odds Ratio Parameterization
• Generalized Bayes estimators of a normal discriminant function
• Inequalities involving expectations to characterize distributions
• On estimation of discriminant coefficients
• Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions
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• Alternative linear classification rules under order restrictions
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