Influence functions for Linear Discriminant Analysis: Sensitivity analysis and efficient influence diagnostics

30 Sep 2019 Prendergast Luke A. Smith Jodie A.

Whilst influence functions for linear discriminant analysis (LDA) have been found for a single discriminant when dealing with two groups, until now these have not been derived in the setting of a general number of groups. In this paper we explore the relationship between Sliced Inverse Regression (SIR) and LDA, and exploit this relationship to develop influence functions for LDA from those already derived for SIR... (read more)

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  • STATISTICS THEORY
  • STATISTICS THEORY