Skewness and the linear discriminant function

Nicola Loperfido

Statistics & Probability Letters, 2013, vol. 83, issue 1, 93-99

Abstract: Fisher’s linear discriminant function might be difficult to estimate, when data come from a semiparametric, finite mixture model. We propose an estimator based on the singular value decomposition of the third standardized cumulant. The estimator is consistent when sampling from a mixture of two symmetric, homoscedastic components with finite third moments and different weights. We also evaluate its performance and compare it with another estimator, which uses the eigenvectors of a kurtosis matrix.

Keywords: Fisher’s discriminant function; Kurtosis; Mixture; Projection pursuit; Skewness (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (16)

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DOI: 10.1016/j.spl.2012.08.032

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