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.1993.1054zbMATH Open0778.62055OpenAlexW2088647313MaRDI QIDQ689338FDOQ689338
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
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classificationdiscriminant analysisEdgeworth expansions\(D\)-criterion\(A\)-criterionapproximate misclassification error probabilitiescross products matrixellipsoidal covariance structurehigh dimensional settingMANOVA-approachmaximum likelihood ratio criterionwithin groups sum of squares
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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- Statistical inference for high-dimension, low-sample-size data
- Error bounds for asymptotic approximations of the linear discriminant function when the sample sizes and dimensionality are large
- A distance-based, misclassification rate adjusted classifier for multiclass, high-dimensional data
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- On two simple and effective procedures for high dimensional classification of general populations
- Accuracy of regularized D-rule for binary classification
- High-dimensional asymptotics of prediction: ridge regression and classification
- Regularized classification for mixed continuous and categorical variables under across-location heteroscedasticity
- On the dimension effect of regularized linear discriminant analysis
- High-dimensional linear models: a random matrix perspective
- Two-stage procedures for high-dimensional data
- Minimum distance classification rules for high dimensional data
- 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
- A Classification Statistic from Anderson's Criterion in Discrimination and its Asymptotic Distribution in the Heteroscedastic Normal Model
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