Your browser does not allow JavaScript!
JavaScript is necessary for the proper functioning of this website. Please enable JavaScript or use a modern browser.
Open Science Slovenia
Open Science
DiKUL
slv
|
eng
Search
Browse
New in RUL
About RUL
In numbers
Help
Sign in
Robustness of the fisher's discriminant function to skew-curved normal distribution
ID
Sever, Maja
(
Author
),
ID
Lajovic, Jaro
(
Author
),
ID
Rajer, Borut
(
Author
)
URL - Presentation file, Visit
http://mrvar.fdv.uni-lj.si/pub/mz/mz2.1/sever.pdf
Image galllery
Abstract
Discriminant analysis is a widely used multivariate technique with Fisher's discriminant analysis (FDA) being its most venerable form. FDA assumes equality of population covariance matrices, but does not require multivariate normality. Nevertheless, the latter is desirable for optimal classification. To test FDA's performance under non-normality caused by skewness the method was assessed with simulation based on a skew-curved normal (SCN) distribution belonging to the family of skew-generalised normal distributions; additionally, effects of sample size and rotation were evaluated. Apparent error rate (APER) was used as the measure of classification performance. The analysis was performed using ANOVA with (transformed) mean APER as the dependent variable. Results show the FDA to be highly robust to skewness introduced into the model via the SCN distributed simulated data.
Language:
English
Work type:
Not categorized
Typology:
1.01 - Original Scientific Article
Organization:
FDV - Faculty of Social Sciences
Year:
2005
Number of pages:
Str. 231-242
Numbering:
Vol. 2, no. 2
PID:
20.500.12556/RUL-22454
UDC:
303
ISSN on article:
1854-0023
COBISS.SI-ID:
24315741
Publication date in RUL:
11.07.2014
Views:
1556
Downloads:
235
Metadata:
Cite this work
Plain text
BibTeX
EndNote XML
EndNote/Refer
RIS
ABNT
ACM Ref
AMA
APA
Chicago 17th Author-Date
Harvard
IEEE
ISO 690
MLA
Vancouver
:
Copy citation
Share:
Record is a part of a journal
Title:
Advances in methodology and statistics
Shortened title:
Metodol. zv.
Publisher:
Fakulteta za družbene vede
ISSN:
1854-0023
COBISS.SI-ID:
215795712
Similar documents
Similar works from RUL:
Similar works from other Slovenian collections:
Back