Abstract
We consider classifying an object based on mixed continuous and discrete variables between two populations. Mixed discrete and continuous covariates with identical means in both populations are amongst the variables. Under the location model with homogeneous location specific conditional dispersion matrices for both populations, the Bayes rule is given. Classification is implemented by a plug-in version of the Bayes rule with full covariate adjustment. An asymptotic expansion of the overall expected error of the procedure is derived. Our findings generalize several classical results.
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Leung, CY. Error rates in classification consisting of discrete and continuous variables in the presence of covariates. Statistical Papers 42, 265–273 (2001). https://doi.org/10.1007/s003620100055
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DOI: https://doi.org/10.1007/s003620100055