Multiple group linear discriminant analysis: robustness and error rate [chapter]

Peter Filzmoser, Kristel Joossens, Christophe Croux
Compstat 2006 - Proceedings in Computational Statistics  
Discriminant analysis for multiple groups is often done using Fisher's rule, and can be used to classify observations into different populations. In this paper, we measure the performance of classical and robust Fisher discriminant analysis using the Error Rate as a performance criterion. We were able to derive an expression for the optimal error rate in the situation of three groups. This optimal error rate serves then as a benchmark in the simulation experiments.
doi:10.1007/978-3-7908-1709-6_42 fatcat:uyincp6jrzhwzbqsbcr6pjydzu