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

DOI10.1081/STA-120004197MaRDI QIDQ4449042zbMATH OpenOpenAlexFDO

Authors 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

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

Recommendations

• The effect of across-location heteroscedasticity on the classification of mixed categorical and continuous data
• The covariance adjusted location linear discriminant function for classifying data with unequal dispersion matrices in different locations
• Covariance adjustments in discrimination of mixed discrete and continuous variables
• The location linear discriminant for classifying observations with unequal variances
• Regularized classification for mixed continuous and categorical variables under across-location heteroscedasticity

Cites work

• scientific article; zbMATH DE number 2118472 (Why is no real title available?)
• ASSESSING ERROR RATE ESTIMATORS: THE LEAVE‐ONE‐OUT METHOD RECONSIDERED
• Covariance adjustments in discrimination of mixed discrete and continuous variables
• Mixtures of Continuous and Categorical Variables in Discriminant Analysis: A Hypothesis-Testing Approach
• Multivariate Correlation Models with Mixed Discrete and Continuous Variables
• On the errors of misclassification based on dichotomous and normal variables
• Penalized discriminant analysis
• 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

Cited in

(3)

• The location linear discriminant for classifying observations with unequal variances
• The studentized location linear discriminant function
• The effect of across-location heteroscedasticity on the classification of mixed categorical and continuous data

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