PERFORMANCE OF THE LOCATION LINEAR DISCRIMINANT FUNCTION UNDER ACROSS-LOCATION HETEROSCEDASTICITY

DOI10.1081/STA-120004197zbMath1075.62576OpenAlexW2038793755MaRDI QIDQ4449042

Chi-Ying Leung

Publication date: 4 February 2004

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

Full work available at URL: https://doi.org/10.1081/sta-120004197

zbMATH Keywords

SimulationLeave-one-out estimatorLocation linear discriminant functionEstimated apparent efficiencyHeterogeneous conditional dispersion matrices

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• On the errors of misclassification based on dichotomous and normal variables
• The covariance adjusted location linear discriminant function for classifying data with unequal dispersion matrices in different locations
• The location linear discriminant for classifying observations with unequal variances
• Covariance adjustments in discrimination of mixed discrete and continuous variables
• Penalized discriminant analysis
• Mixtures of Continuous and Categorical Variables in Discriminant Analysis: A Hypothesis-Testing Approach
• ASSESSING ERROR RATE ESTIMATORS: THE LEAVE‐ONE‐OUT METHOD RECONSIDERED
• Multivariate Correlation Models with Mixed Discrete and Continuous Variables

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