Research & Reviews : Journal of Statistics

Robust Quadratic Discriminant Rule using Comedian

  1. Sajesh T. A.
  2. M. R. Srinivasan

Abstract

Discriminant analysis aims to get rules that separate the groups of observations. Moreover, it can be used to classify new observations into one of the known groups. The classical discriminant techniques are based on the classical estimates of mean vector and variance covariance matrix. Unfortunately, these classical estimates are highly influenced by the extreme observations and hence any analysis based on these estimates will provide misleading results when the data contain outlying observations. This study proposes robust discriminant rules based on the highly robust Comedian estimates of location and scatter. Efficacy of the proposed is examined through simulation study.Keywords: Classification, Discriminant analysis, Comedian, Robust statisticsCite this Article T. A. Sajesh, M. R. Srinivasan. Robust Quadratic Discriminant Rule using Comedian. Research & Reviews: Journal of Statistics. 2019; 8(2): 41–47p.

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