Asymptotic probabilities of misclassification of two discriminant functions in cases of high dimensional data

Yu Cheng

Statistics & Probability Letters, 2004, vol. 67, issue 1, 9-17

Abstract: The "plug-in" quadratic discriminant function is common in discriminant analysis. However, this function performs poorly for high dimensional populations. We propose an alternate procedure which performs much better in the case of high dimensional data.

Keywords: EPM; Monte; Carlo; simulation; Stochastic; representation (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (2)

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