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Approximation of misclassification probabilities for quadratic classification of repeated measurements
Univ Rwanda, Rwanda.
Univ Rwanda, Rwanda.
Univ Rwanda, Rwanda.
Linköping University, Department of Mathematics, Applied Mathematics. Linköping University, Faculty of Science & Engineering.ORCID iD: 0000-0001-9896-4438
2025 (English)In: Journal of Statistical Computation and Simulation, ISSN 0094-9655, E-ISSN 1563-5163, Vol. 95, no 16, p. 3401-3423Article in journal (Refereed) Published
Abstract [en]

Quadratic discriminant analysis is a well-established supervised classification method, which extends the linear discriminant analysis by relaxing the assumption of equal covariances across classes. In this study, assuming known but not equal covariance matrices for the classes, a quadratic classification rule based on repeated measurements is developed. We employ a bilinear regression model to assign new observations to predefined populations and approximate the misclassification probabilities using an Edgeworth-type expansion. Through weighted estimators, we estimate unknown mean parameters and derive moments of the quadratic classifier. We then conduct numerical simulations to compare misclassification probabilities using true and estimated mean parameters, as well as misclassification probabilities computed through Monte Carlo simulations. Our findings suggest that as the distance between groups widens, the misclassification probability curve decreases, indicating that classifying observations is easier in widely separated groups compared to closely clustered ones.

Place, publisher, year, edition, pages
TAYLOR & FRANCIS LTD , 2025. Vol. 95, no 16, p. 3401-3423
Keywords [en]
Misclassification probability; repeated measurements; quadratic classifier; expectation; approximation
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:liu:diva-216537DOI: 10.1080/00949655.2025.2532003ISI: 001530404300001Scopus ID: 2-s2.0-105010837443OAI: oai:DiVA.org:liu-216537DiVA, id: diva2:1990722
Note

Funding Agencies|Department of Afroamerican and African Studies, University of Michigan; Sida-funded UR-Sweden Program for Research, Higher Learning and Institution Advancement, sub-program Strengthening Research Capacity in Mathematics, Statistics and Their Applications; African Studies Center (ASC) through the University of Michigan African Presidential Scholars (UMAPS) Program

Available from: 2025-08-21 Created: 2025-08-21 Last updated: 2026-03-24

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Singull, Martin

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