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Error rates in quadratic discrimination with constraints on the covariance matrices

Author

Listed:
  • Bernhard Flury
  • Martin Schmid
  • A. Narayanan

Abstract

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Suggested Citation

  • Bernhard Flury & Martin Schmid & A. Narayanan, 1994. "Error rates in quadratic discrimination with constraints on the covariance matrices," Journal of Classification, Springer;The Classification Society, vol. 11(1), pages 101-120, March.
  • Handle: RePEc:spr:jclass:v:11:y:1994:i:1:p:101-120
    DOI: 10.1007/BF01201025
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    References listed on IDEAS

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    1. W. B. Smith & R. R. Hocking, 1972. "Wishart Variate Generator," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 21(3), pages 341-345, November.
    2. Flury, Bernhard W. & Schmid, Martin J., 1992. "Quadratic discriminant functions with constraints on the covariance matrices: Some asymptotic results," Journal of Multivariate Analysis, Elsevier, vol. 40(2), pages 244-261, February.
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    Cited by:

    1. Tsukuda, Koji & Matsuura, Shun, 2019. "High-dimensional testing for proportional covariance matrices," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 412-420.
    2. Luca Bagnato & Antonio Punzo, 2021. "Unconstrained representation of orthogonal matrices with application to common principal components," Computational Statistics, Springer, vol. 36(2), pages 1177-1195, June.
    3. Merbouha, A. & Mkhadri, A., 2004. "Regularization of the location model in discrimination with mixed discrete and continuous variables," Computational Statistics & Data Analysis, Elsevier, vol. 45(3), pages 563-576, April.
    4. Nickolay T. Trendafilov & Tsegay Gebrehiwot Gebru, 2016. "Recipes for sparse LDA of horizontal data," METRON, Springer;Sapienza Università di Roma, vol. 74(2), pages 207-221, August.
    5. A. Silva & Paula Brito, 2015. "Discriminant Analysis of Interval Data: An Assessment of Parametric and Distance-Based Approaches," Journal of Classification, Springer;The Classification Society, vol. 32(3), pages 516-541, October.
    6. Graciela Boente & Frank Critchley & Liliana Orellana, 2007. "Influence functions of two families of robust estimators under proportional scatter matrices," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 15(3), pages 295-327, February.
    7. Graciela Boente & Frank Critchley & Liliana Orellana, 2007. "Influence functions of two families of robust estimators under proportional scatter matrices," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 15(3), pages 295-327, February.
    8. Bianco, Ana & Boente, Graciela & Pires, Ana M. & Rodrigues, Isabel M., 2008. "Robust discrimination under a hierarchy on the scatter matrices," Journal of Multivariate Analysis, Elsevier, vol. 99(6), pages 1332-1357, July.

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