Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria

Yasunori Fujikoshi

Journal of Multivariate Analysis, 1985, vol. 17, issue 1, 27-37

Abstract: This paper deals with two criteria for selection of variables for the discriminant analysis in the case of two multivariate normal populations with different means and a common covariance matrix. One is based on the estimated error rate of misclassification. The other uses Akaike's information criterion. The asymptotic distributions and error rate risks of the criteria are obtained. The result will prove that the two criteria are asymptotically equivalent in the sense of their asymptotic distributions and error rate risks being identical.

Keywords: Selection; of; variables; discriminant; analysis; asymptotic; distribution; error; rate; criterion; Akaike's; information; criterion; no; additional; information; model (search for similar items in EconPapers)
Date: 1985
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Citations: View citations in EconPapers (10)

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