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Estimation of misclassification probabilities by bootstrap methods

 

作者: Samprit Chatterjee,   Sangit Chatterjee,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1983)
卷期: Volume 12, issue 6  

页码: 645-656

 

ISSN:0361-0918

 

年代: 1983

 

DOI:10.1080/03610918308812350

 

出版商: Marcel Dekker, Inc.

 

关键词: bootstrap;discriminant functions;error rates;jackknife

 

数据来源: Taylor

 

摘要:

Several methods have been proposed to estimate the misclassification probabilities when a linear discriminant function is used to classify an observation into one of several populations. We describe the application of bootstrap sampling to the above problem. The proposed method has the advantage of not only furnishing the estimates of misclassification probabilities but also provides an estimate of the standard error of estimate. The method is illustrated by a small simulation experiment. It is then applied to three published, well accessible data sets, which are typical of large, medium and small data sets encountered in practice.

 

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