Exact misclassification probabilities for plug-in normal quadratic discriminant functions. II: The heterogeneous case

DOI10.1006/JMVA.2001.2034MaRDI QIDQ700136zbMATH OpenOpenAlexWikidataFDO

Authors H. Richard III McFarland, Donald Richards

Publication date 30 September 2002

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

Full work available at URL https://doi.org/10.1006/jmva.2001.2034

zbMATH Keywords

multivariate normal distributioncross-validationWishart distributiondiscriminant analysismisclassification probabilitystochastic representationmultivariate gamma functionapparent error rateBessel function of matrix argumentcorporate financial datadiabetes dataholdout methodiris dataresubstitution method

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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Cites work

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• Bessel functions of matrix argument
• Data. A collection of problems from many fields for the student and research worker
• Discrimination in the case of zero mean differences
• Exact misclassification probabilities for plug-in normal quadratic discriminant functions. I: The equal-means case
• Robustness of the linear discriminant function to nonnormality: Johnson's system
• Transformation considerations in discriminant analysis

Cited in

(7)

• Misclassification Probabilities for Quadratic Discrimination
• Multiple discrimination between Dirichlet populations
• Exact misclassification probabilities for plug-in normal quadratic discriminant functions. I: The equal-means case
• An asymptotic expansion for the distribution of the linear discriminant function based on monotone missing data
• Determination of the optimal number of features for quadratic discriminant analysis via the normal approximation to the discriminant distribution
• A Bhattacharyya-type conditional error bound for quadratic discriminant analysis
• Influence of observations on the misclassification probability in quadratic discriminant analysis

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