On the Error Rate Comparison of the Quadratic Discriminant Function, Euclidean Distance Classifier, Fisher’s Linear Discriminant Function and the Vine Copulas

摘要

The estimation of the error rates is of vital importance in classification problems as this is used as a basis to choose the best discriminant function; that is, the one with a minimum misclassification error. The quadratic discriminant function (QDF), Euclidean Distance Classifier (EDC), and Fisher's Linear Discriminant Function (FLDC) have been in use for a long time for the purpose of classification. In this paper, we compare the misclassification error rate of the QDF, EDC, and FLDC with the Vine Copulas based on Gaussian and Clayton models. The results were obtained for the general case where the means are unequal and the covariance matrices are unequal.