On estimation of discriminant coefficients

Dipak K. Dey; C. Srinivasan

doi:10.1016/0167-7152(91)90142-E

On estimation of discriminant coefficients

Dipak K. Dey
, C. Srinivasan

Dr. Bing Zhang Department of Statistics

Research output: Contribution to journal › Article › peer-review

9 Scopus citations

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).

Original language	English
Pages (from-to)	189-193
Number of pages	5
Journal	Statistics and Probability Letters
Volume	11
Issue number	3
DOIs	https://doi.org/10.1016/0167-7152(91)90142-E
State	Published - Mar 1991

Bibliographical note

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

Funding

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

Funders	Funder number
Air Force Office of Scientific Research, United States Air Force	89-0225
Kansas NSF EPSCoR

Keywords

Wishart identity
precision matrix
unbiased estimator

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/0167-7152(91)90142-E

Cite this

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title = "On estimation of discriminant coefficients",

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).",

keywords = "Wishart identity, precision matrix, unbiased estimator",

author = "Dey, \{Dipak K.\} and C. Srinivasan",

note = "Funding Information: by AFOSR Grant No. 89-0225. by NSF EPSCoR Grant No. RII-8610671.",

year = "1991",

month = mar,

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AU - Dey, Dipak K.

AU - Srinivasan, C.

N1 - Funding Information: by AFOSR Grant No. 89-0225. by NSF EPSCoR Grant No. RII-8610671.

PY - 1991/3

Y1 - 1991/3

N2 - 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).

AB - 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).

KW - Wishart identity

KW - precision matrix

KW - unbiased estimator

UR - https://www.scopus.com/pages/publications/0041971889

UR - https://www.scopus.com/pages/publications/0041971889#tab=citedBy

U2 - 10.1016/0167-7152(91)90142-E

DO - 10.1016/0167-7152(91)90142-E

M3 - Article

AN - SCOPUS:0041971889

SN - 0167-7152

VL - 11

SP - 189

EP - 193

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 3

ER -

On estimation of discriminant coefficients

Abstract

Bibliographical note

Funding

Keywords

ASJC Scopus subject areas

Access to Document

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