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Multiple group linear discriminant analysis: robustness and error rate

In: Compstat 2006 - Proceedings in Computational Statistics

Author

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  • Peter Filzmoser

    (Vienna University of Technology, Department of Statistics and Probability Theory)

  • Kristel Joossens

    (K. U. Leuven, ORSTAT and University Center of Statistics)

  • Christophe Croux

    (K. U. Leuven, ORSTAT and University Center of Statistics)

Abstract

Discriminant analysis for multiple groups is often done using Fisher’s rule, and can be used to classify observations into different populations. In this paper, we measure the performance of classical and robust Fisher discriminant analysis using the Error Rate as a performance criterion.We were able to derive an expression for the optimal error rate in the situation of three groups. This optimal error rate serves then as a benchmark in the simulation experiments.

Suggested Citation

  • Peter Filzmoser & Kristel Joossens & Christophe Croux, 2006. "Multiple group linear discriminant analysis: robustness and error rate," Springer Books, in: Alfredo Rizzi & Maurizio Vichi (ed.), Compstat 2006 - Proceedings in Computational Statistics, pages 521-532, Springer.
    • Handle: RePEc:spr:sprchp:978-3-7908-1709-6_42
    DOI: 10.1007/978-3-7908-1709-6_42
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