A NOTE ON DISCRIMINANT-ANALYSIS USING LAD

被引：2
|
作者：
LAU, KN [1 ]
POST, GV [1 ]
机构：
[1] WESTERN KENTUCKY UNIV,DEPT FINANCE & MIS,BOWLING GREEN,KY 42101
来源：
DECISION SCIENCES | 1992年 / 23卷 / 01期
关键词：
LINEAR PROGRAMMING AND STATISTICAL TECHNIQUES;
D O I：
10.1111/j.1540-5915.1992.tb00388.x
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
Using a regression approach to discriminant analysis is often incorrect because it forces the use of a binary dependent variable which violates virtually any distributional assumption for a linear model. However, assuming a Laplace distribution in an LP framework leads to a theoretical foundation for MSD discriminant analysis.
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页码：260 / 265
页数：6
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