An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samples

Nobumichi Shutoh, Masashi Hyodo and Takashi Seo

Journal of Multivariate Analysis, 2011, vol. 102, issue 2, 252-263

Abstract: In this paper, we consider the expected probabilities of misclassification (EPMC) in the linear discriminant function (LDF) based on two-step monotone missing samples and derive an asymptotic approximation for the EPMC with an explicit form for the considered LDF. For this purpose, we also provide some results of the expectations for the inverted Wishart matrices in this paper. Finally, we conduct the Monte Carlo simulation for evaluating our result.

Keywords: Linear; discriminant; analysis; Expected; probability; of; misclassification; Asymptotic; approximation; Monotone; missing; samples (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (2)

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