Discriminant analysis with common principal components

Mu Zhu

Biometrika, 2006, vol. 93, issue 4, 1018-1024

Abstract: Zhu & Hastie (2003) presented a general criterion for finding discriminant directions. To optimise their criterion, iterative methods are needed unless each class has a Gaussian distribution with a common covariance matrix. In this short paper, we present a slightly more general case where iterative methods can also be avoided. Copyright 2006, Oxford University Press.

Date: 2006
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1093/biomet/93.4.1018 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:oup:biomet:v:93:y:2006:i:4:p:1018-1024

Ordering information: This journal article can be ordered from
https://academic.oup.com/journals

Access Statistics for this article

Biometrika is currently edited by Paul Fearnhead

More articles in Biometrika from Biometrika Trust Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK.
Bibliographic data for series maintained by Oxford University Press ().