The efficiency of Efron's “Bootstrap” Approach Applied to Error Rate Estimation in Discriminant Analysis

The efficiency of Efron's “Bootstrap” Approach Applied to Error Rate Estimation in Discriminant Analysis
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Efron 的“Bootstrap”方法应用于判别分析中错误率估计的效率

DOI:
10.1080/00949658008810414
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发表时间:
1980
期刊:
影响因子:
--
通讯作者:
G. McLachlan
G. McLachlan
中科院分区:
--
文献类型:
--
作者:
G. McLachlan

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Efron的“bootstrap”方法被认为是在其应用中的判别分析中的错误率估计。它的效率相对于参数估计的模拟Fisher的线性判别函数的背景下,两个多元正态总体具有一个共同的协方差矩阵。
The “bootstrap” approach of Efron is considered in its application to the estimation of error rates in discriminant analysis. Its efficiency relative to parametric estimation is investigated by simulation for Fisher's linear discriminant function in the context of two multivariate normal populations with a common covariance matrix.