Influence of observations on the misclassification probability in quadratic discriminant analysis

被引:36
|
作者
Croux, C [1 ]
Joossens, K [1 ]
机构
[1] Katholieke Univ Leuven, Dept Appl Econ, B-3000 Louvain, Belgium
关键词
classification; diagnostics; misclassification probability; outliers; partial influence functions; quadratic discriminant analysis;
D O I
10.1016/j.jmva.2004.11.001
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper it is studied how observations in the training sample affect the misclassification probability of a quadratic discriminant rule. An approach based on partial influence functions is followed. It allows to quantify the effect of observations in the training sample on the performance of the associated classification rule. Focus is on the effect of outliers on the misclassification rate, merely than on the estimates of the parameters of the quadratic discriminant rule. The expression for the partial influence function is then used to construct a diagnostic tool for detecting influential observations. Applications on real data sets are provided. (c) 2004 Elsevier Inc. All rights reserved.
引用
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页码:384 / 403
页数:20
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