%0 Journal Article %1 Todorov1994289 %A Todorov, Valentin %A Neykov, Neyko %A Neytchev, Plamen %D 1994 %J Computational Statistics & Data Analysis %K bounded discrimination group influence robust todorov %N 3 %P 289 - 302 %R 10.1016/0167-9473(94)90122-8 %T Robust two-group discrimination by bounded influence regression. A Monte Carlo simulation %U http://www.sciencedirect.com/science/article/pii/0167947394901228 %V 17 %X Since linear discriminant analysis (LDA) and multiple linear regression (MR) are numerically equivalent in the two-group case, robust regression can be used to devise a robust discriminant analysis. While M-estimators will be affected by outliers in the classification variables, GM-estimators will resist them. Monte Carlo simulation is used to evaluate the performance of several GM-estimators as applied to the problem of two-group discrimination, with respect to probability of misclassification. It is concluded that the GM-classifiers perform well, especially some of them. An alternative approach based on high breakdown point estimators of location and scatter is proposed for cases of heavy contamination, when the performance of GM-estimators breaks down.

@article{Todorov1994289, abstract = {Since linear discriminant analysis (LDA) and multiple linear regression (MR) are numerically equivalent in the two-group case, robust regression can be used to devise a robust discriminant analysis. While M-estimators will be affected by outliers in the classification variables, GM-estimators will resist them. Monte Carlo simulation is used to evaluate the performance of several GM-estimators as applied to the problem of two-group discrimination, with respect to probability of misclassification. It is concluded that the GM-classifiers perform well, especially some of them. An alternative approach based on high breakdown point estimators of location and scatter is proposed for cases of heavy contamination, when the performance of GM-estimators breaks down.}, added-at = {2012-02-17T21:43:38.000+0100}, author = {Todorov, Valentin and Neykov, Neyko and Neytchev, Plamen}, biburl = {https://www.bibsonomy.org/bibtex/20be1bbe3eaac3bd8b803828b826ddb24/vivion}, description = {Robust two-group discrimination by bounded influence regression. A Monte Carlo simulation 10.1016/0167-9473(94)90122-8 : Computational Statistics & Data Analysis | ScienceDirect.com}, doi = {10.1016/0167-9473(94)90122-8}, interhash = {5fb04823f6575771a1c0fd11bee40e94}, intrahash = {0be1bbe3eaac3bd8b803828b826ddb24}, issn = {0167-9473}, journal = {Computational Statistics & Data Analysis}, keywords = {bounded discrimination group influence robust todorov}, number = 3, pages = {289 - 302}, timestamp = {2012-02-17T21:43:38.000+0100}, title = {Robust two-group discrimination by bounded influence regression. A Monte Carlo simulation}, url = {http://www.sciencedirect.com/science/article/pii/0167947394901228}, volume = 17, year = 1994 }