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Zbl 1101.90383
Sueyoshi, Toshiyuki
DEA-discriminant analysis: methodological comparison among eight discriminant analysis approaches.
(English)
[J] Eur. J. Oper. Res. 169, No. 1, 247-272 (2006). ISSN 0377-2217

Summary: Discriminant Analysis (DA) is a classification method that can predict the group membership of a newly sampled observation. Recently, a new type of non-parametric DA approach is proposed to provide a set of weights of a discriminant function, consequently yielding an evaluation score for the determination of group membership. The non-parametric DA is referred to as ``Data Envelopment Analysis-Discriminant Analysis (DEA-DA),'' because it maintains its discriminant capabilities by incorporating the non-parametric feature of DEA into DA. In this study, a use of the mixed integer approach of DEA-DA is compared with other DA methods. It is confirmed that it performs at least as well as the other well known DA methods. The proposed approach is further reformulated in a manner that it can deal with classification of more than two groups.
MSC 2000:
*90C08 Special problems of linear programming
90B50 Multiple-criteria decision making

Keywords: discriminant analysis; DEA

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