Title: Influence of observations on the misclassification probability in quadratic discriminant analysis
Authors: Croux, Christophe ×
Joossens, Kristel #
Issue Date: 2005
Series Title: Journal of Multivariate Analysis vol:96 issue:2 (Oct.) pages:384-403
Abstract: In this paper it is studied 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 performance of the associated classification rule. Focus is on the effect of outliers on the misclassification rate, merely than on the estimates of the parameters of the quadratic discriminant rule. The expression for the partial influence function is then used to construct a diagnostic tool for detecting influential observations. Applications on real data sets are provided.
ISSN: 0047-259X
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center for Operations Research and Business Statistics (ORSTAT), Leuven
× corresponding author
# (joint) last author

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