Generalized quadratic discriminant analysis

In this paper, a nonparametric classification technique which generalizes discriminant analysis has been proposed. The method of cross-validation is used to make the technique adaptive to a given dataset. An extensive simulation study is presented to illustrate the potential of the method. Finally, through implementation on a number of real-life data sets, it has been demonstrated that the proposed generalized quadratic discriminant analysis (GQDA) compares very favourably with other nonparametric methods, and is computationally cost-effective.