The efficiency of Efron's “Bootstrap” Approach Applied to Error Rate Estimation in Discriminant Analysis
- 1 October 1980
- journal article
- research article
- Published by Taylor & Francis in Journal of Statistical Computation and Simulation
- Vol. 11 (3-4) , 273-279
- https://doi.org/10.1080/00949658008810414
Abstract
The “bootstrap” approach of Efron is considered in its application to the estimation of error rates in discriminant analysis. Its efficiency relative to parametric estimation is investigated by simulation for Fisher's linear discriminant function in the context of two multivariate normal populations with a common covariance matrix.Keywords
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