Ridge Discriminant Analysis.

Abstract

Discriminant analysis is one of the more commonly applied multivariate techniques. The performance of the sample linear discriminant function usually employed depends on the quality of the estimates of the parameters involved, but especially on the estimate of the covariance matrix of the population. It is demonstrated that an improved classification process is possible with techniques similar to those of ridge regression. A Monte Carlo study is undertaken to examine the extent of the improvement possible and to determine a reasonable criterion for selecting the ridge constant. Application of the method is discussed.

Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1976
Accession Number
ADA028728

Entities

People

  • Lyman L. Mcdonald
  • Robert K. Smidt

Organizations

  • University of Wyoming

Tags

DTIC Thesaurus Topics

  • Classification
  • Computing-Related Activities
  • Covariance
  • Data Science
  • Discriminant Analysis
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics

Readers

  • Regression Analysis.