Minimum distance classification rules for high dimensional data

Muni S. Srivastava

Journal of Multivariate Analysis, 2006, vol. 97, issue 9, 2057-2070

Abstract: In this article, the problem of classifying a new observation vector into one of the two known groups [Pi]i,i=1,2, distributed as multivariate normal with common covariance matrix is considered. The total number of observation vectors from the two groups is, however, less than the dimension of the observation vectors. A sample-squared distance between the two groups, using Moore-Penrose inverse, is introduced. A classification rule based on the minimum distance is proposed to classify an observation vector into two or several groups. An expression for the error of misclassification when there are only two groups is derived for large p and n=O(p[delta]),0

Keywords: Fisher; discriminant; rule; Misclassification; error; Moore-Penrose; inverse; Multivariate; normal; Singular; Wishart (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (6)

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