Multiple group linear discriminant analysis: robustness and error rate

Peter Filzmoser (), Kristel Joossens () and Christophe Croux ()
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Peter Filzmoser: Vienna University of Technology, Department of Statistics and Probability Theory
Kristel Joossens: K. U. Leuven, ORSTAT and University Center of Statistics
Christophe Croux: K. U. Leuven, ORSTAT and University Center of Statistics

A chapter in Compstat 2006 - Proceedings in Computational Statistics, 2006, pp 521-532 from Springer

Abstract: Abstract Discriminant analysis for multiple groups is often done using Fisher’s rule, and can be used to classify observations into different populations. In this paper, we measure the performance of classical and robust Fisher discriminant analysis using the Error Rate as a performance criterion.We were able to derive an expression for the optimal error rate in the situation of three groups. This optimal error rate serves then as a benchmark in the simulation experiments.

Keywords: Discriminant Analysis; Multivariate Statistics; Robustness; Error Rate (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-7908-1709-6_42

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DOI: 10.1007/978-3-7908-1709-6_42

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