Effect of a Shrinkage Estimator on the Linear Discriminant Function

DOI10.1080/01966324.1996.10737413zbMath0883.62065OpenAlexW2043718866MaRDI QIDQ4353736

Yi Zhao, Sadanori Konishi, Masayuki Honda

Publication date: 10 September 1997

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1996.10737413

zbMATH Keywords

asymptotic expansionperturbation methodshrinkage estimatorlinear discriminant functionactual error rates

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (1)

Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data

Cites Work

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• Biased discriminant analysis: Evaluation of the optimum probability of misclassification
• A comparison of several biased estimators for improving the expected error rate of the sample quadratic discriminant function
• The application of bias to discriminant analysis
• Shrunken Estimators in Discriminant and Canonical Variate Analysis
• Asymptotic expansions for the distributions of statistics based on a correlation matrix
• An Asymptotic Unbiased Technique for Estimating the Error Rates in Discriminant Analysis
• Ridge Estimators in Logistic Regression
• An Asymptotic Expansion for the Distribution of the Linear Discriminant Function

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