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The location linear discriminant for classifying observations with unequal variances

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  • Leung, Chi-Ying

Abstract

The location linear discriminant adjusted for unequal conditional dispersion matrices in different locations is derived. Distribution of the studentized plug-in discriminant is expanded up to the second order. The method leads to an expansion for the probability of misclassification.

Suggested Citation

  • Leung, Chi-Ying, 1996. "The location linear discriminant for classifying observations with unequal variances," Statistics & Probability Letters, Elsevier, vol. 31(1), pages 23-29, December.
    • Handle: RePEc:eee:stapro:v:31:y:1996:i:1:p:23-29
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    Cited by:

    1. Leung, Chi-Ying, 1999. "Covariance Adjustments in Discrimination of Mixed Discrete and Continuous Variables," Journal of Multivariate Analysis, Elsevier, vol. 71(1), pages 111-124, October.
    2. Leung, Chi-Ying, 2003. "The effect of across-location heteroscedasticity on the classification of mixed categorical and continuous data," Journal of Multivariate Analysis, Elsevier, vol. 84(2), pages 369-386, February.
    3. Leung, Chi-Ying, 2005. "Regularized classification for mixed continuous and categorical variables under across-location heteroscedasticity," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 358-374, April.
    4. Chi-Ying Leung, 2001. "Error rates in classification consisting of discrete and continuous variables in the presence of covariates," Statistical Papers, Springer, vol. 42(2), pages 265-273, April.

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