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On The Consistency And Robustness Properties Of Linear Discriminant Analysis

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Author Info
Santiago Velilla ()
Adolfo Hemández ()
Abstract

Strong consistency of linear discriminant analysis is established under wide assumptions on the class conditional densities. Robustness to the presence of a mild degree of class dispersion heterogeneity is also analyzed. Results obtained may help to explain analytically the frequent good behavior in applications of linear discrimination techniques.

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Paper provided by Universidad Carlos III, Departamento de Estadística y Econometría in its series Statistics and Econometrics Working Papers with number ws023506.

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Date of creation: Aug 2002
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Handle: RePEc:cte:wsrepe:ws023506

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