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Covariance Adjustments in Discrimination of Mixed Discrete and Continuous Variables

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  • Leung, Chi-Ying

Abstract

Sufficient conditions are given to ensure a better performance of the plug-in version of the covariates adjusted location linear discriminant function in an asymptotic comparison of the overall expected error rate. Our findings generalize several earlier results on discriminant function with covariance.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:jmvana:v:71:y:1999:i:1:p:111-124
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    References listed on IDEAS

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    1. I. G. Vlachonikolis & F. H. C. Marriott, 1982. "Discrimination with Mixed Binary and Continuous Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 31(1), pages 23-31, March.
    2. 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.
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