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Asymptotic Expansion and Estimation of EPMC for Linear Classification Rules in High Dimension
http://hdl.handle.net/2261/50191
http://hdl.handle.net/2261/50191426594fc-33ee-4d25-a45d-c93c12ea459d
| Item type | テクニカルレポート / Technical Report(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2013-05-31 | |||||
| タイトル | ||||||
| タイトル | Asymptotic Expansion and Estimation of EPMC for Linear Classification Rules in High Dimension | |||||
| 言語 | ||||||
| 言語 | eng | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | High dimension | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | inverted Wishart distribution | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | linear discriminant analysis | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | misclassi cation error | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | multivariate normal | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | ridge-type estimation | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | second-order approximation | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Wishart identity | |||||
| 資源タイプ | ||||||
| 資源 | http://purl.org/coar/resource_type/c_18gh | |||||
| タイプ | technical report | |||||
| アクセス権 | ||||||
| アクセス権 | metadata only access | |||||
| アクセス権URI | http://purl.org/coar/access_right/c_14cb | |||||
| 著者 |
Kubokawa, Tatsuya
× Kubokawa, Tatsuya× Hyodo, Masashi× Srivastava, Muni S. |
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| 著者所属 | ||||||
| 著者所属 | Faculty of Economics, University of Tokyo | |||||
| 著者所属 | ||||||
| 著者所属 | Department of Statistics, University of Toronto | |||||
| 抄録 | ||||||
| 内容記述タイプ | Abstract | |||||
| 内容記述 | The problem of classifying a new observation vector into one of the two known groups distributed as multivariate normal with common covariance matrix is consid- ered. In this paper, we handle the situation that the dimension, p, of the observation vectors is less than the total number, N, of observation vectors from the two groups, but both p and N tend to in nity with the same order. Since the inverse of the sample covariance matrix is close to an ill condition in this situation, it may be better to replace it with the inverse of the ridge-type estimator of the covariance matrix in the linear discriminant analysis (LDA). The resulting rule is called the ridge-type linear discriminant analysis (RLDA). The second-order expansion of the expected probability of misclassi cation (EPMC) for RLDA is derived, and the second-order unbiased estimator of EMPC is given. These results not only provide the corresponding conclusions for LDA, but also clarify the condition that RLDA improves on LDA in terms of EPMC. Finally, the performances of the second-order approximation and the unbiased estimator are investigated by simulation. | |||||
| 内容記述 | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | 本文フィルはリンク先を参照のこと | |||||
| 書誌情報 |
Discussion paper series. CIRJE-F 巻 CIRJE-F-818, 発行日 2011-09 |
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| 書誌レコードID | ||||||
| 収録物識別子タイプ | NCID | |||||
| 収録物識別子 | AA11450569 | |||||
| フォーマット | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | application/pdf | |||||
| 日本十進分類法 | ||||||
| 主題Scheme | NDC | |||||
| 主題 | 335 | |||||
| 出版者 | ||||||
| 出版者 | 日本経済国際共同センター | |||||
| 出版者別名 | ||||||
| Center for International Research on the Japanese Economy | ||||||
| 関係URI | ||||||
| 識別子タイプ | URI | |||||
| 関連識別子 | http://www.cirje.e.u-tokyo.ac.jp/research/dp/2011/2011cf818ab.html | |||||
