© 1986 by Biometrika Trust
An alternative choice of smoothing for kernel-based density estimates in discrete discriminant analysis
Lehrstuhl für Statistik, Universität Regensburg D-8400 Regensburg, Federal Republic of Germany
The kernel method of estimating the cell probabilities of a multivariate categorical distribution, due to Aitchison & Aitken (1976), depends crucially on an unknown smoothing parameter
. A method of estimating A is introduced which is explicitly connected to multivariate discrimination. The method, based on maximization of the leaving-one-out estimator of the nonerror rate, is shown to be Bayes risk strongly consistent. An example is given to illustrate the application.
Key Words: Density estimation Discrimination Kernel method Leaving-one-out method