Title: Influence of observations on the misclassification probability in quadratic discriminant analysis
Authors: Croux, Christophe
Joossens, Kristel
Issue Date: 2003
Publisher: K.U.Leuven - Departement toegepaste economische wetenschappen
Series Title: DTEW Research Report 0359 pages:1-23
Abstract: In this paper it is analyzed how observations in the training sample affect the misclassification probability of a quadratic discriminant rule. An approach based on partial influence functions is followed. It allows to quantify the effect of observations in the training sample on the quality of the associated classification rule. Focus is more on the effect on the future misclassification rate, than on the influence on the parameters of the quadratic discriminant rule. The expression for the influence function is then used to construct a diagnostic tool for detecting influential observations. Applications on real data sets are provided.
Publication status: published
KU Leuven publication type: IR
Appears in Collections:Research Center for Operations Research and Business Statistics (ORSTAT), Leuven

Files in This Item:
File Status SizeFormat
OR_0359.pdf Published 553KbAdobe PDFView/Open


All items in Lirias are protected by copyright, with all rights reserved.