{"created":"2021-03-01T07:02:01.910270+00:00","id":42178,"links":{},"metadata":{"_buckets":{"deposit":"13516cbe-b90b-4993-9732-fb2590b1c8cb"},"_deposit":{"id":"42178","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42178"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042178","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2011-09","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-818","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-F"}]}]},"item_8_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"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.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2011/2011cf818ab.html","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11450569","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"335","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"Faculty of Economics, University of Tokyo"},{"subitem_text_value":"Department of Statistics, University of Toronto"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Kubokawa, Tatsuya"}],"nameIdentifiers":[{"nameIdentifier":"97085","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Hyodo, Masashi"}],"nameIdentifiers":[{"nameIdentifier":"97086","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Srivastava, Muni S."}],"nameIdentifiers":[{"nameIdentifier":"97087","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"High dimension","subitem_subject_scheme":"Other"},{"subitem_subject":"inverted Wishart distribution","subitem_subject_scheme":"Other"},{"subitem_subject":"linear discriminant analysis","subitem_subject_scheme":"Other"},{"subitem_subject":"misclassi cation error","subitem_subject_scheme":"Other"},{"subitem_subject":"multivariate normal","subitem_subject_scheme":"Other"},{"subitem_subject":"ridge-type estimation","subitem_subject_scheme":"Other"},{"subitem_subject":"second-order approximation","subitem_subject_scheme":"Other"},{"subitem_subject":"Wishart identity","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Asymptotic Expansion and Estimation of EPMC for Linear Classification Rules in High Dimension","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Asymptotic Expansion and Estimation of EPMC for Linear Classification Rules in High Dimension"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2013-05-31"},"publish_date":"2013-05-31","publish_status":"0","recid":"42178","relation_version_is_last":true,"title":["Asymptotic Expansion and Estimation of EPMC for Linear Classification Rules in High Dimension"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:19.177933+00:00"}