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Asymptotic probabilities of misclassification of two discriminant functions in cases of high dimensional data

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  • Cheng, Yu

Abstract

The "plug-in" quadratic discriminant function is common in discriminant analysis. However, this function performs poorly for high dimensional populations. We propose an alternate procedure which performs much better in the case of high dimensional data.

Suggested Citation

  • Cheng, Yu, 2004. "Asymptotic probabilities of misclassification of two discriminant functions in cases of high dimensional data," Statistics & Probability Letters, Elsevier, vol. 67(1), pages 9-17, March.
  • Handle: RePEc:eee:stapro:v:67:y:2004:i:1:p:9-17
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    Cited by:

    1. Jacob Bien & Florentina Bunea & Luo Xiao, 2016. "Convex Banding of the Covariance Matrix," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(514), pages 834-845, April.
    2. Robert T. Krafty, 2016. "Discriminant Analysis of Time Series in the Presence of Within-Group Spectral Variability," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(4), pages 435-450, July.

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