An extension of geisser's discrimination model to proportional covariance matrices

Douglas M. Hawkins, E. Liefde Raath

Research output: Contribution to journalArticle

2 Scopus citations

Abstract

The predictive discrimination model of Geisser is derived for the case in which the covariance matrices of the different populations are assumed proportional, with unknown constants of proportionality. It is shown that this model provides a better fit to a set of data than does the usual homoscedastic model.

Original languageEnglish (US)
Pages (from-to)261-270
Number of pages10
JournalCanadian Journal of Statistics
Volume10
Issue number4
DOIs
StatePublished - 1982

Keywords

  • Bayesian
  • discriminant analysis
  • heteroscedasticity
  • predictive discrimination

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