Linear Discrimination with Adaptive Ridge Classification Rules

Wei-Liem Loh

Journal of Multivariate Analysis, 1997, vol. 62, issue 2, 169-180

Abstract: This article considers the use of adaptive ridge classification rules for classifying an observation as coming from one of two multivariate normal distributionsN([mu](1), [Sigma]) andN([mu](2), [Sigma]). In particular, the asymptotic expected error rates for a general class of these rules are obtained and are compared with that of the usual linear discriminant rule.

Keywords: adaptive; ridge; classification; rule; asymptotic; error; rate; expansion; linear; discrimination; multivariate; normal; distribution (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (2)

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