Asymptotic expansion of the misclassification probabilities of D- and A- criteria for discrimination from two high dimensional populations using the theory of large dimensional random matrices

DOI10.1006/JMVA.1993.1054MaRDI QIDQ689338zbMATH OpenOpenAlexFDO

Authors Hewa Saranadasa

Publication date 6 December 1993

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1993.1054

zbMATH Keywords

classificationdiscriminant analysisEdgeworth expansions\(D\)-criterion\(A\)-criterionapproximate misclassification error probabilitiescross products matrixellipsoidal covariance structurehigh dimensional settingMANOVA-approachmaximum likelihood ratio criterionwithin groups sum of squares

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Asymptotic distribution theory in statistics (62E20) Random matrices (algebraic aspects) (15B52) Design of statistical experiments (62K99)

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• A Classification Statistic from Anderson's Criterion in Discrimination and its Asymptotic Distribution in the Heteroscedastic Normal Model
• Regularized classification for mixed continuous and categorical variables under across-location heteroscedasticity
• Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
• Error bounds for asymptotic approximations of the linear discriminant function when the sample sizes and dimensionality are large
• On two simple and effective procedures for high dimensional classification of general populations
• High-dimensional linear models: a random matrix perspective
• A new test for sphericity of the covariance matrix for high dimensional data
• An asymptotic expansion for the distribution of Euclidean distance-based discriminant function in normal populations
• Two-stage procedures for high-dimensional data
• Minimum distance classification rules for high dimensional data
• A distance-based, misclassification rate adjusted classifier for multiclass, high-dimensional data
• Accuracy of regularized D-rule for binary classification
• High-dimensional asymptotics of prediction: ridge regression and classification
• Statistical inference for high-dimension, low-sample-size data
• On the dimension effect of regularized linear discriminant analysis

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