Abstract

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.

中文翻译：

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使用 Sn 协方差的稳健二次判别分析

摘要

本文提出了一种稳健估计二次判别分析的稳健方法。用于估计二次判别规则的均值和协方差矩阵是使用一种称为S _n方法的稳健估计方法计算的，该方法是从稳健协方差估计器建立的${\mathrm{小号}}_{n}Cov.$使用模拟样本的结果评估所提出方法的性能。将这种异常值检测方法与当前文献中可用的一些众所周知的方法进行了比较。本文还执行了所提出的方法在现实生活数据中的应用。