Approximate interval estimation for EPMC for improved linear discriminant rule under high dimensional frame work

Contributions to linear discriminant analysis with applications to growth curves

“…Also in recent years there are studies in linear discriminant analysis which evaluate the misclassification errors. For example Hyodo et al (2015) and Watanabe et al (2015) expanded the expression for the asymptotic approximation for the misclassification errors stochastically using Taylor series expansion. The paper by Fujikoshi (2000) and Chapter 16 of Fujikoshi et al (2010) have many details on the Taylor series expansion of the asymptotic misclassification expression and their possible errors of approximations.…”

“…where Φ • ) is the distribution function of the standard normal distribution. Fujikoshi et al (2010), Hyodo et al (2015) and Watanabe et al (2015) have been expanding the expression given in (3.7) using a Taylor series expansion, to evaluate the misclassification errors. Following the ideas of Fujikoshi (2000), an approximation of (3.7), the misclassification error, is given in Paper B as…”