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On the consistency properties of linear and quadratic discriminant analyses

Author

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  • Velilla, Santiago
  • Hernández, Adolfo

Abstract

The limit behavior of the conditional probability of error of linear and quadratic discriminant analyses is studied under wide assumptions on the class conditional distributions. Results obtained may help to explain analytically the behavior in applications of linear and quadratic discrimination techniques.

Suggested Citation

  • Velilla, Santiago & Hernández, Adolfo, 2005. "On the consistency properties of linear and quadratic discriminant analyses," Journal of Multivariate Analysis, Elsevier, vol. 96(2), pages 219-236, October.
    • Handle: RePEc:eee:jmvana:v:96:y:2005:i:2:p:219-236
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    Cited by:

    1. Coraggio, Luca & Coretto, Pietro, 2023. "Selecting the number of clusters, clustering models, and algorithms. A unifying approach based on the quadratic discriminant score," Journal of Multivariate Analysis, Elsevier, vol. 196(C).
    2. Wang, Xianlong & Qu, Annie, 2014. "Efficient classification for longitudinal data," Computational Statistics & Data Analysis, Elsevier, vol. 78(C), pages 119-134.
    3. Pietro Coretto & Michele La Rocca & Giuseppe Storti, 2020. "Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters," JRFM, MDPI, vol. 13(4), pages 1-23, March.

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