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Dimension reduction transformations in discriminant analysis

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  • Velilla Cerdan, Santiago
  • Hernández, Adolfo

Abstract

Dimension reduction transformations in discriminant analysis are introduced. Their properties, as well as sufficient conditions for their characterization, are studied. Special attention is given to the continuous case, of particular importance in applications. An effective data based dimension reduction algorithm is proposed and its behavior illustrated in a classification problem where the class conditional probability distributions are multivariate normal with different covariance matrices

Suggested Citation

  • Velilla Cerdan, Santiago & Hernández, Adolfo, 2001. "Dimension reduction transformations in discriminant analysis," DES - Working Papers. Statistics and Econometrics. WS ws016614, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:wsrepe:ws016614
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    References listed on IDEAS

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    1. Schott, James R., 1993. "Dimensionality reduction in quadratic discriminant analysis," Computational Statistics & Data Analysis, Elsevier, vol. 16(2), pages 161-174, August.
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