Name
Title | ||
|---|---|---|
An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samples |
Abstract | ||
|---|---|---|
In this paper, we consider the expected probabilities of misclassification (EPMC) in the linear discriminant function (LDF) based on two-step monotone missing samples and derive an asymptotic approximation for the EPMC with an explicit form for the considered LDF. For this purpose, we also provide some results of the expectations for the inverted Wishart matrices in this paper. Finally, we conduct the Monte Carlo simulation for evaluating our result. |
Year | DOI | Venue |
|---|---|---|
2011 | 10.1016/j.jmva.2010.09.002 | J. Multivariate Analysis |
Keywords | Field | DocType |
linear discriminant analysis,monte carlo simulation,expected probability of misclassification,inverted wishart matrix,linear discriminant function,asymptotic approximation,monotone missing samples,two-step monotone missing sample,62h12,62h30,expected probability,explicit form | Linear approximation,Econometrics,Monte Carlo method,Matrix (mathematics),Probability distribution,Linear discriminant analysis,Statistics,Linear function,Wishart distribution,Monotone polygon,Mathematics | Journal |
Volume | Issue | ISSN |
102 | 2 | Journal of Multivariate Analysis |
Citations | PageRank | References |
0 | 0.34 | 1 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Nobumichi Shutoh | 1 | 0 | 1.01 |
| Masashi Hyodo | 2 | 2 | 3.21 |
| Takashi Seo | 3 | 0 | 3.04 |