Robust Linear Discriminant Analysis for Multiple Groups: Influence and Classification Efficiencies
نویسندگان
چکیده
منابع مشابه
Robust linear discriminant analysis for multiple groups: influence and classification efficiencies
Linear discriminant analysis for multiple groups is typically carried out using Fisher’s method. This method relies on the sample averages and covariance matrices computed from the different groups constituting the training sample. Since sample averages and covariance matrices are not robust, it is proposed to use robust estimators of location and covariance instead, yielding a robust version o...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2005
ISSN: 1556-5068
DOI: 10.2139/ssrn.876896