Robust Linear Discriminant Analysis and the Projection Pursuit Approach, Practical aspects

Abstract This paper starts with a short review of previous work on robust discriminant analysis with emphasis on the projection pursuit approach. Some theoretical aspects are briefly discussed. The core of the paper deals with practical issues related to the projection pursuit approach which gen-eralizes Fisher’s linear discriminant analysis. The choices of univariate es-timators, starting points and maximization procedure are discussed and exemplified. The results of a simulation study are presented.