Regularization of the location model in discrimination with mixed discrete and continuous variables

DOI10.1016/S0167-9473(03)00067-7zbMath1429.62254MaRDI QIDQ956856

A. Merbouha, Abdallah Mkhadri

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

location modelconjugate priorshierarchical covariance priorspredictive discriminationregularized discriminant analysis

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items

Estimating common principal components in high dimensions ⋮ Regularized classification for mixed continuous and categorical variables under across-location heteroscedasticity

Cites Work

• Unnamed Item
• Unnamed Item
• Regularization in discriminant analysis: an overview
• Proportionaliy of covariance matrices
• Error rates in quadratic discrimination with constraints on the covariance matrices
• The location model for mixtures of categorical and continuous variables
• Generalization of the Mahalanobis distance in the mixed case
• Simultaneous Detection of Shift in Means and Variances
• The comparison of sample covariance matrices using likelihood ratio tests
• A Bayesian method for classification and discrimination
• Discrimination and Classification Using Both Binary and Continuous Variables
• Ellipsoidally symmetric extensions of the general location model for mixed categorical and continuous data
• Model-Based Gaussian and Non-Gaussian Clustering
• Regularized Gaussian Discriminant Analysis Through Eigenvalue Decomposition
• Discrimination with Many Variables
• Estimating the Mahalanobis Distance from Mixed Continuous and Discrete Data
• Multivariate Correlation Models with Mixed Discrete and Continuous Variables