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Volumn 92, Issue 437, 1997, Pages 136-143

High-Breakdown Linear Discriminant Analysis

Author keywords

Classification rules; Minimum covariance determinant; Outliers

Indexed keywords


EID: 0031499747     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1997.10473610     Document Type: Article
Times cited : (96)

References (16)
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    • Butler, R.W.1    Davies, P.L.2    Jhun, M.3
  • 2
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    • Integrating a High Breakdown Option Into Discriminant Analysis in Exploration Geochemistry
    • Chork, C. Y., and Rousseeuw, P. J. (1992). “Integrating a High Breakdown Option Into Discriminant Analysis in Exploration Geochemistry,” Journal of Geochemical Exploration, 43, 191-203.
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    • Chork, C.Y.1    Rousseeuw, P.J.2
  • 3
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    • Discussion of “Unmasking Multivariate Outliers and Leverage Points,” by P. J. Rousseeuw and B. van Zomeren
    • Cook, R. D., and Hawkins, D. M. (1990). Discussion of “Unmasking Multivariate Outliers and Leverage Points,” by P. J. Rousseeuw and B. van Zomeren, Jouml of the American Statistical Association. 85,640-644.
    • (1990) Jouml of the American Statistical Association , vol.85 , pp. 640-644
    • Cook, R.D.1    Hawkins, D.M.2
  • 5
    • 0004325962 scopus 로고
    • A Stepwise Discriminant Analysis Program Using Density Estimation
    • Proceedings in Computational Statistics, Vienna: Physica-Verlag
    • Habbema, J. D. F., Hermans, J. and van den Broek, K. (1974). “A Stepwise Discriminant Analysis Program Using Density Estimation,” in Compstat 1974, Proceedings in Computational Statistics, Vienna: Physica-Verlag
    • (1974) Compstat , pp. 1974
    • Habbema, J.D.F.1    Hermans, J.2    Van Den Broek, K.3
  • 8
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    • A New Test for Multivariate Normality and Homoscedasticity
    • Hawkins, D. M. (1981). “A New Test for Multivariate Normality and Homoscedasticity,” Technometrics, 23, 105-110.
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    • Hawkins, D.M.1
  • 9
    • 0000559699 scopus 로고
    • The Feasible Solution Algorithm for the Minimum Covariance Determinant Estimator in Multivariate Data
    • Hawkins, D. M (1994). “The Feasible Solution Algorithm for the Minimum Covariance Determinant Estimator in Multivariate Data,” Computational Statistics and Data Analysis, 17, 197-210.
    • (1994) Computational Statistics and Data Analysis , vol.17 , pp. 197-210
    • Hawkins, D.M.1
  • 10
    • 0041667192 scopus 로고
    • A Feasible Solution Algorithm for the Minimum Volume Ellipsoid Estimator in Multivariate Data
    • Hawkins, D. M (1993), “A Feasible Solution Algorithm for the Minimum Volume Ellipsoid Estimator in Multivariate Data,” Computational Statistics, 9
    • (1993) Computational Statistics , pp. 9
    • Hawkins, D.M.1
  • 11
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    • Breakdown Point and Asymptotic Properties of Multivariate S Estimators and T Estimators: A Summary
    • W. Stahel and S. Weisberg, New York: Springer-Verlag
    • Lopuhaa, H. P. (1991). “Breakdown Point and Asymptotic Properties of Multivariate S Estimators and T Estimators: A Summary,” in Directions in Robust Statistics and Diagnostics, Part I, eds. W. Stahel and S. Weisberg, New York: Springer-Verlag, pp. 167-182.
    • (1991) Directions in Robust Statistics and Diagnostics, Part I , pp. 167-182
    • Lopuhaa, H.P.1
  • 14
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    • An Attempt to Define the Nature of Chemical Diabetes Using a Multidimensional Analysis
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    • Reaven, G.M.1    Miller, R.G.2
  • 16
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    • Some Issues in the Robust Estimation of Multivariate Location and Scatter
    • W. Stahel and S. Weisberg, New York: Springer-Verlag
    • Tyler, D. E. (1991), “Some Issues in the Robust Estimation of Multivariate Location and Scatter,” in Directions in Robust Statistics and Diagnostics, Part I, eds. W. Stahel and S. Weisberg, New York: Springer-Verlag, pp. 327-336.
    • (1991) Directions in Robust Statistics and Diagnostics, Part I , pp. 327-336
    • Tyler, D.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.