Accession Number : ADP007119

Title :   A Comparison of Some Robust Procedures for Estimating a Linear Discriminant Function,

Corporate Author : MONTANA UNIV MISSOULA

Personal Author(s) : Li, Hongzhe

Report Date : 1992

Pagination or Media Count : 4

Abstract : A number of methods have been suggested for robustly estimating a linear discriminant function. These include substitution of robust estimates for the mean and covariance matrix and methods which choose a projection to maximize a robust measure of separation. This paper presents results of Monte Carlo simulations comparing some of these methods along with various modifications to see whether relatively simple methods works as well as complicated ones.

Descriptors :   *COVARIANCE, *MONTE CARLO METHOD, ALGEBRA, ESTIMATES, FUNCTIONS, MEAN, NUMBERS, PAPER, SEPARATION, SIMULATION, PRODUCTIVITY.

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE