论文信息 - Robust Selection of Variables in the Discriminant Analysis Based on MVE and MCD Estimators

Robust Selection of Variables in the Discriminant Analysis Based on MVE and MCD Estimators

The paper presents a method for selecting the most discriminative variables in the discriminant analysis, using Wilks’ lambda statistic, robustified by means of high breakdown point estimates of multivariate means and covariance matrices. Some examples are given for comparison of the method to the selection of variables based on classical and M-estimates.

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