Generalized Bayes estimators of a normal discriminant function

Andrew L. Rukhin

Journal of Multivariate Analysis, 1992, vol. 41, issue 1, 154-162

Abstract: It is shown that the traditional estimator of a discriminant coefficient vector is the generalized Bayes estimator with respect to a prior which can be approximated by proper priors. As a corollary the admissibility of this procedure in the class of all scale equivariant estimators is derived.

Keywords: admissibility; Bayes; estimator; discriminant; coefficients; quadratic; loss; scale; equivariant; estimators (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (3)

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