On estimation of discriminant coefficients

Dipak K. Dey, C. Srinivasan

Research output: Contribution to journalArticlepeer-review

9 Scopus citations


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).

Original languageEnglish
Pages (from-to)189-193
Number of pages5
JournalStatistics and Probability Letters
Issue number3
StatePublished - Mar 1991

Bibliographical note

Funding Information:
by AFOSR Grant No. 89-0225. by NSF EPSCoR Grant No. RII-8610671.


  • Wishart identity
  • precision matrix
  • unbiased estimator

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


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