Discriminant analysis based on statistical depth

作者：Jin, Jiao^*; Cui, Hengjian

来源：Journal of Systems Science and Complexity, 2010, 23(2): 362-371.

DOI：10.1007/s11424-010-7214-x

• Depth
• discriminant analysis
• location parameter
• MVE
• scatter matrix

In the past two decades, many statistical depth functions seemed as powerful exploratory and inferential tools for multivariate data analysis have been presented. In this paper, a new depth function family that meets four properties mentioned in Zuo and Serfling (2000) is proposed. Then a classification rule based on the depth function family is proposed. The classification parameter b could be modified according to the type-I error alpha, and the estimator of b has the consistency and achieves the convergence rate n (-1/2). With the help of the proper selection for depth family parameter c, the approach for discriminant analysis could minimize the type-II error beta. A simulation study and a real data example compare the performance of the different discriminant methods.

• 出版日期2010-4
• 单位北京师范大学