Robust quadratic discriminant analysis using Sn covariance

This paper presents a robust method for robust estimation of quadratic discriminant analysis. The mean and covariance matrix for estimating quadratic discriminant rule is computed using a robust estimation method called S-n method established from a robust covariance estimator S(n)Cov: The performance of the proposed method is evaluated using the results of simulated samples. This outlier detection method is compared with some well-known methods available in the current literature. The application of the proposed method in real-life data is also executed in this paper.