Linear Discrimination with Adaptive Ridge Classification Rules
AbstractThis article considers the use of adaptive ridge classification rules for classifying an observation as coming from one of two multivariate normal distributionsN([mu](1),Â [Sigma]) andN([mu](2),Â [Sigma]). In particular, the asymptotic expected error rates for a general class of these rules are obtained and are compared with that of the usual linear discriminant rule.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 62 (1997)
Issue (Month): 2 (August)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Loh, W. L., 1995. "On Linear Discriminant Analysis with Adaptive Ridge Classification Rules," Journal of Multivariate Analysis, Elsevier, vol. 53(2), pages 264-278, May.
- T. Anderson, 1951. "Classification by multivariate analysis," Psychometrika, Springer, vol. 16(1), pages 31-50, March.
- Kubokawa, Tatsuya & Srivastava, Muni S., 2008. "Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data," Journal of Multivariate Analysis, Elsevier, vol. 99(9), pages 1906-1928, October.
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