Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria
Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria
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根据错误率和赤池信息标准选择两组判别分析中的变量
DOI：
10.1016/0047-259x(85)90092-2
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发表时间：
1985
影响因子：
1.6
通讯作者：
Y. Fujikoshi
中科院分区：
文献类型：
--
作者：
Y. Fujikoshi
本文讨论了两个均值不同、协方差矩阵相同的多元正态总体判别分析中变量选择的两个准则。一种是基于误分类错误率的估计。另一种是使用赤池的信息准则。得到了该准则的渐近分布和误差率风险。结果将证明这两个准则在它们的渐近分布和错误率风险相同的意义下是渐近等价的。
This paper deals with two criteria for selection of variables for the discriminant analysis in the case of two multivariate normal populations with different means and a common covariance matrix. One is based on the estimated error rate of misclassification. The other uses Akaike's information criterion. The asymptotic distributions and error rate risks of the criteria are obtained. The result will prove that the two criteria are asymptotically equivalent in the sense of their asymptotic distributions and error rate risks being identical.