Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
권호 표지

커널 판별분석의 오분류확률에 대한 붓스트랩 조정

  • Published : 1995.12.01
Download PDF
⟨ Previous Next ⟩

Abstract

본 논문에서는 확률분포가 알려져 있지 않은 두 모집단 중 어느 하나로 새로운 관측치를 분류할 때 오분류확률이 분석자에 의해 사전에 정해진 수준에 부합할 수 있도록 커널 판별함수의 임계치를 결정하였다. 정해진 오분류확률을 만족시키기 위한 판별함수의 임계치는 붓스트랩(bootstrap)기법을 판별 함수에 적용시켜 계산된다. 본 논문에서 제시도된 방법은 모집단에 대한 모수적 가정이 없으므로 어느 분포에도 적용가능하며, 모집단이 정규분포, 대수정규분포, 이산형과 연속형 변수가 혼합된 분포의 경우 모의실험을 통하여 그 성능에 대한 검증을 하였다.

Keywords

References

  1. Annals of Statistics v.10 On Bandwidth Variation in Kernel Estmates-A Square Root Law Abramson,I.S.
  2. Biometrika v.63 Multivariate Binary Discrimination by the kernel Method Aitchison,J.;Aitken,C.G.G.
  3. An Introduction to Multivariate Statistical Analysis Anderson,T.W.
  4. Annals of Statistics v.1 An Asymptotic Expansion of the Distribution of the Standardized Classification Statistic Anderson,T.W.
  5. An Introduction to Multivariate Statistical Analysis(2nd ed.) Anderson,T.W.
  6. Communications in Statistics-Data Analysis A Bootstrap Generalized Likelihood Ratio Test in Discriminant Analysis Baek,J.;Gray,H.L.;Woodward,W.A.
  7. Annals of Statistics v.6 Some Asymptotic Theory for the Bootstrap Bickel,P.J.;Freedom,D.A.
  8. Biometrika v.71 An Alternative Method of Cross-Validation for the Smoothing of Density Estimates Bowman,A.
  9. Technometrics v.19 Variable Kernel Estimates of Multivariate Densities Breiman,L.;Meisel,W.;Purcell,E.
  10. Annals of Institute of Statistical Mathemetics v.18 Estimation of a Multivariate Density Cacoullos,T.
  11. Communications in Statistics-Data Analysis v.17 A Comparison Study of Several Smoothing Methods in Density Estimation Cao,R.;Cuevas,A.;Manteiga,W.G.
  12. Nonparametric Density Estimation, The L₁ View Devroye,L.;Gyorfi,L.
  13. Annals of Statistics v.7 Bootstrap Method: Another Look at the Jakknife Efron,B.
  14. The Jakknife, the Bootstrap and Other Resampling Plans Efron,B.
  15. Annals of Eugenics v.7 The Use of Multiple Measurements in Taxonomic Problems Fisher,R.A.
  16. Kernel Discriminant Analysis Hand,D.J.
  17. Shankhya, Series A v.22 On Some Classification Problems John,S.
  18. Annals of Institute of Statistical Mathemetics v.14 On Classification by the Statistics R and Z John,S.
  19. Journal of Japan Statistical Society v.9 The Asymptotic Cut-off Point and Comparison of Error Probabilities in Covariate Discriminant Analysis Kanazawa,M.
  20. Journal of Korean Statistical Society Advances in Data-Driven Bandwidth Selection Park,B.U.
  21. Annals of Mathematical Statistics v.33 On Estimation of a Probability Density Function and Mode Parzen,E.
  22. Journal of Statistical Computation and Simulation v.11 A Simulative Comparison of Linear, Quadratic and Kernel Discrimination Remme,J.;Habbema,J.D.F.;Hermans,J.
  23. Scandinavian Journal of Statistics v.9 Empincal Choice of Histograms and Kernel Density Estimators Rudemo,M.
  24. Multivariate Observation Seber,G.A.F.
  25. Density Estimation for Statestics and Data Analysis Silverman,B.W.
  26. Biometrika v.31 Note on Discriminant Functions Welch,B.L.