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Minimum distance classification rules for high dimensional data

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  • Srivastava, Muni S.
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    Abstract

    In this article, the problem of classifying a new observation vector into one of the two known groups [Pi]i,i=1,2, distributed as multivariate normal with common covariance matrix is considered. The total number of observation vectors from the two groups is, however, less than the dimension of the observation vectors. A sample-squared distance between the two groups, using Moore-Penrose inverse, is introduced. A classification rule based on the minimum distance is proposed to classify an observation vector into two or several groups. An expression for the error of misclassification when there are only two groups is derived for large p and n=O(p[delta]),0

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    File URL: http://www.sciencedirect.com/science/article/B6WK9-4KCGHS8-2/2/66b31ca489fc3e7501bddd106e050c30
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 97 (2006)
    Issue (Month): 9 (October)
    Pages: 2057-2070

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    Handle: RePEc:eee:jmvana:v:97:y:2006:i:9:p:2057-2070

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    Related research

    Keywords: Fisher discriminant rule Misclassification error Moore-Penrose inverse Multivariate normal Singular Wishart;

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    Cited by:
    1. Yata, Kazuyoshi & Aoshima, Makoto, 2012. "Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 193-215.

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