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A Note on Discriminant Analysis Using LAD
Author(s) -
Lau Kinnam,
Post Gerald V.
Publication year - 1992
Publication title -
decision sciences
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.238
H-Index - 108
eISSN - 1540-5915
pISSN - 0011-7315
DOI - 10.1111/j.1540-5915.1992.tb00388.x
Subject(s) - linear discriminant analysis , optimal discriminant analysis , discriminant , laplace transform , mathematics , variable (mathematics) , regression analysis , laplace distribution , linear regression , statistics , econometrics , computer science , artificial intelligence , mathematical analysis
Using a regression approach to discriminant analysis is often incorrect because it forces the use of a binary dependent variable which violates virtually any distributional assumption for a linear model. However, assuming a Laplace distribution in an LP framework leads to a theoretical foundation for MSD discriminant analysis.