IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v17y1985i1p27-37.html
   My bibliography  Save this article

Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria

Author

Listed:
  • Fujikoshi, Yasunori

Abstract

This paper deals with two criteria for selection of variables for the discriminant analysis in the case of two multivariate normal populations with different means and a common covariance matrix. One is based on the estimated error rate of misclassification. The other uses Akaike's information criterion. The asymptotic distributions and error rate risks of the criteria are obtained. The result will prove that the two criteria are asymptotically equivalent in the sense of their asymptotic distributions and error rate risks being identical.

Suggested Citation

  • Fujikoshi, Yasunori, 1985. "Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria," Journal of Multivariate Analysis, Elsevier, vol. 17(1), pages 27-37, August.
    • Handle: RePEc:eee:jmvana:v:17:y:1985:i:1:p:27-37
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0047-259X(85)90092-2
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Yingcun Xia & Howell Tong & W. K. Li & Li‐Xing Zhu, 2002. "An adaptive estimation of dimension reduction space," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(3), pages 363-410, August.
    2. Aoshima, Makoto & Mukhopadhyay, Nitis, 1998. "Fixed-Width Simultaneous Confidence Intervals for Multinormal Means in Several Intraclass Correlation Models," Journal of Multivariate Analysis, Elsevier, vol. 66(1), pages 46-63, July.
    3. Nakagawa, Tomoyuki & Watanabe, Hiroki & Hyodo, Masashi, 2021. "Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings," Journal of Multivariate Analysis, Elsevier, vol. 184(C).
    4. Yutaka Kano & Masamori Ihara, 1994. "Identification of inconsistent variates in factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 59(1), pages 5-20, March.
    5. Alban Mbina Mbina & Guy Martial Nkiet & Fulgence Eyi Obiang, 2019. "Variable selection in discriminant analysis for mixed continuous-binary variables and several groups," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(3), pages 773-795, September.
    6. Ichikawa, Masanori & Konishi, Sadanori, 2002. "Asymptotic Expansions and Bootstrap Approximations in Factor Analysis," Journal of Multivariate Analysis, Elsevier, vol. 81(1), pages 47-66, April.
    7. Nkiet, Guy Martial, 2012. "Direct variable selection for discrimination among several groups," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 151-163.
    8. Hyodo, Masashi & Kubokawa, Tatsuya, 2014. "A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 364-379.
    9. Siotani, Minoru & Wakaki, Hirofumi, 2006. "Contributions to multivariate analysis by Professor Yasunori Fujikoshi," Journal of Multivariate Analysis, Elsevier, vol. 97(9), pages 1914-1926, October.
    10. Hao, Jian & Krishnamoorthy, K., 2001. "Inferences on a Normal Covariance Matrix and Generalized Variance with Monotone Missing Data," Journal of Multivariate Analysis, Elsevier, vol. 78(1), pages 62-82, July.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:17:y:1985:i:1:p:27-37. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.