  We consider high-dimensional quadratic classifiers in non-sparse settings.
The target of classification rules is not Bayes error rates in the context. The
classifier based on the Mahalanobis distance does not always give a preferable
performance even if the populations are normal distributions having known
covariance matrices. The quadratic classifiers proposed in this paper draw
information about heterogeneity effectively through both the differences of
expanding mean vectors and covariance matrices. We show that they hold a
consistency property in which misclassification rates tend to zero as the
dimension goes to infinity under non-sparse settings. We verify that they are
asymptotically distributed as a normal distribution under certain conditions.
We also propose a quadratic classifier after feature selection by using both
the differences of mean vectors and covariance matrices. Finally, we discuss
performances of the classifiers in actual data analyses. The proposed
classifiers achieve highly accurate classification with very low computational
costs.
