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On the consistency and robustness properties of linear discriminant analysis

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  • Hernández, Adolfo

Abstract

Strong consistency of linear discriminant analysis is established under wide assumptions on the class conditional densities. Robustness to the presence of a mild degree of class dispersion heterogeneity is also analyzed. Results obtained may help to explain analytically the frequent good behavior in applications of linear discrimination techniques.

Suggested Citation

  • Hernández, Adolfo, 2002. "On the consistency and robustness properties of linear discriminant analysis," DES - Working Papers. Statistics and Econometrics. WS ws023506, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:wsrepe:ws023506
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