A unified description of classical classification methods for multicollinear data

Authors
Tormod Næs and Ulf Indahl
Published
1998
DOI
10.1002/(SICI)1099-128X(199805/06)12:3%3C205::AID-CEM509%3E3.0.CO;2-N
Citation
Næs and Indahl: "A unified description of classical classification methods for multicollinear data", Journal of Chemometrics, 12, 205-220, 1998.
Abstract
In this paper a unified description of classification methods in situations with multicollinear data is proposed. It is shown that a number of the well-established methods can be derived by substituting different modified versions of the covariance matrix into either the classical Bayes method or Fisher’s linear (canonical) discriminant method. A parametric version of this modified covariance matrix is proposed. Each method corresponds to a particular value of the parameters.
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