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On estimation of discriminant coefficients

Author

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  • Dey, Dipak K.
  • Srinivasan, C.

Abstract

Estimation of discriminant coefficients arises in linear discriminant analysis when the Fisher's linear discriminant function is viewed as the posterior log-odds. Accordingly, we treat the problem of estimating the discriminant coefficients under the quadratic loss. We obtain a class of improved estimators dominating the 'unbiased' estimator, considerably generalizing earlier work of Haff (1986).

Suggested Citation

  • Dey, Dipak K. & Srinivasan, C., 1991. "On estimation of discriminant coefficients," Statistics & Probability Letters, Elsevier, vol. 11(3), pages 189-193, March.
    • Handle: RePEc:eee:stapro:v:11:y:1991:i:3:p:189-193
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    Citations

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    Cited by:

    1. 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.
    2. Tsukuma, Hisayuki & Konno, Yoshihiko, 2006. "On improved estimation of normal precision matrix and discriminant coefficients," Journal of Multivariate Analysis, Elsevier, vol. 97(7), pages 1477-1500, August.
    3. Chételat, Didier & Wells, Martin T., 2016. "Improved second order estimation in the singular multivariate normal model," Journal of Multivariate Analysis, Elsevier, vol. 147(C), pages 1-19.
    4. Mkhadri, A. & Celeux, G. & Nasroallah, A., 1997. "Regularization in discriminant analysis: an overview," Computational Statistics & Data Analysis, Elsevier, vol. 23(3), pages 403-423, January.

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