Advanced Search

Query:

Fill in the form and click »Search«...

Format:

Display: entries per page entries

Zbl 1043.91049
Sueyoshi, Toshiyuki
Mixed integer programming approach of extended DEA--discriminant analysis. (English)
[J] Eur. J. Oper. Res. 152, No. 1, 45-55 (2004). ISSN 0377-2217

Summary: Several unique features of data envelopment analysis (DEA) are incorporated into discriminant analysis (DA). Such a combined use of the two approaches is referred to as ``DEA--DA" {\it T. Sueyoshi} [Eur. J. Oper. Res. 115, 564--582 (1999; Zbl 0941.91059), ibid. 131, 324--351 (2001; Zbl 0991.91056)] has recently extended DEA--DA in a manner that it can deal with a negative value in data. The new version is referred to as "Extended DEA--DA". An important feature of extended DEA--DA is that it can estimate weights of a linear discriminant function by minimizing the total deviation of misclassified observations. As an extension of his research, this research proposes a new type of mixed integer programming formulations that provide these weight estimates by minimizing the total number of misclassified observations.

MSC 2000:: *91B82 Statistical methods in economics
91B06 Decision theory
90B70 Theory of organizations, etc.
90C11 Mixed integer programming

Keywords: Discriminant analysis; Integer programming

Citations: Zbl 0941.91059; Zbl 0991.91056

Cited in: Zbl 1114.62110 Zbl 1073.91059

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Advanced Search

Zentralblatt MATH Berlin [Germany]