Errors in discrimination with monotone missing data from multivariate normal populations (Journal article)

Batsidis, A./ Zografos, K./ Loukas, S.


The behavior of the linear discriminant function is studied, when it is used for the classification of an observation X into one of two independent multivariate normal populations N-p (mu((nu)), Sigma), with distinct mean vectors mu((nu)), nu = 1, 2 and a common covariance matrix Sigma. The effect of the estimation of the parameters, on the basis of random 2-step monotone training samples, is studied, in three stages of increasing complexity. Asymptotic expressions for the distribution functions of the probabilities of misclassification are derived. Moreover, numerical and simulation results are presented in order to study the effect to the distribution of the probabilities of misclassification using different estimation procedures and missingness rate in the data. Two extensions, related to the case of k-step monotone missing training samples and the case of completely unknown heteroscedastic normal populations are also discussed. (C) 2005 Elsevier B.V. All rights reserved.
Institution and School/Department of submitter: Πανεπιστήμιο Ιωαννίνων. Σχολή Θετικών Επιστημών. Τμήμα Μαθηματικών
Keywords: monotone missing data,discriminant analysis,errors of misclassification,distribution of errors,maximum-likelihood-estimation,normal-mean vector,incomplete data,distributions,robustness,sample
URI: http://olympias.lib.uoi.gr/jspui/handle/123456789/12726
ISSN: 0167-9473
Link: <Go to ISI>://000237882800008
http://ac.els-cdn.com/S0167947305000708/1-s2.0-S0167947305000708-main.pdf?_tid=828746968295686b14dd6d85fd771db4&acdnat=1338446931_06c8606382ff707cded4790915c375f4
Publisher: Elsevier
Appears in Collections:Άρθρα σε επιστημονικά περιοδικά ( Ανοικτά)

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