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Generalized Bayes estimators of a normal discriminant function

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  • Rukhin, Andrew L.

Abstract

It is shown that the traditional estimator of a discriminant coefficient vector is the generalized Bayes estimator with respect to a prior which can be approximated by proper priors. As a corollary the admissibility of this procedure in the class of all scale equivariant estimators is derived.

Suggested Citation

  • Rukhin, Andrew L., 1992. "Generalized Bayes estimators of a normal discriminant function," Journal of Multivariate Analysis, Elsevier, vol. 41(1), pages 154-162, April.
    • Handle: RePEc:eee:jmvana:v:41:y:1992:i:1:p:154-162
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    Cited by:

    1. Irina Gaynanova & James G. Booth & Martin T. Wells, 2016. "Simultaneous Sparse Estimation of Canonical Vectors in the ≫ Setting," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(514), pages 696-706, April.
    2. Yo Sheena & Arjun Gupta, 2004. "New estimators of discriminant coefficients as the gradient of log-odds," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 56(4), pages 757-770, December.
    3. Gaynanova, Irina & Wang, Tianying, 2019. "Sparse quadratic classification rules via linear dimension reduction," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 278-299.

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