Unsupervised linear discrimination using skewness




Radojičić, Una; Nordhausen, Klaus; Virta, Joni

Publisher Academic Press

2026

 Journal of Multivariate Analysis

105524

211

0047-259X

1095-7243

DOIhttps://doi.org/10.1016/j.jmva.2025.105524

https://doi.org/10.1016/j.jmva.2025.105524

https://research.utu.fi/converis/portal/detail/Publication/506160615



It is well-known that, in Gaussian two-group separation, the optimally discriminating projection direction can be estimated without any knowledge on the group labels. In this work, we gather several such unsupervised estimators based on skewness and derive their limiting distributions. As one of our main results, we show that all affine equivariant estimators of the optimal direction have proportional asymptotic covariance matrices, making their comparison straightforward. Two of our four estimators are novel and two have been proposed already earlier. We use simulations to verify our results and to inspect the finite-sample behaviors of the estimators.


The work of JV was supported by the Research Council of Finland (Grants 335077, 347501, 353769). KN was supported by the HiTEc COST Action (CA21163) and by the Research Council of Finland (363261). The work of UR was supported by the Austrian Science Fund (FWF) , [10.55776/I5799].


Last updated on 20/01/2026 09:23:08 AM