January 2010
A robust method of estimating covariance matrix in multivariate data analysis
We proposed a robust method of estimating covariance matrix in multivariate data set. The goal is to compare the proposed method with the most widely used robust methods (Minimum Volume Ellipsoid and Minimum Covariance Determinant) and the classical method (MLE) in detection of outliers at different levels and magnitude of outliers. The proposed robust method competes favourably well with both MVE and MCD and performed...
January 2010
The efficiency of the linear classification rule in multi-group discriminant analysis
A Monte Carlo study was performed to assess the relative efficiency of the linear classification rule in 2, 3 and 5-group discriminant analysis. The simulation design took into account the number of variables (4, 6, 10, and 18), the size sample so that: = 1.5, 2.5 and 5. Three values of the overlap, e of the populations were considered (0.05; 0.1; 0.15) and their common distribution was...
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