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SELECTION AND ORDERING OF VARIABLES IN DISCRIMINANT ANALYSIS AND APPLICATION TO BEHRENS-FISHER MODEL - MaRDI portal

SELECTION AND ORDERING OF VARIABLES IN DISCRIMINANT ANALYSIS AND APPLICATION TO BEHRENS-FISHER MODEL (Q3458311)

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SELECTION AND ORDERING OF VARIABLES IN DISCRIMINANT ANALYSIS AND APPLICATION TO BEHRENS-FISHER MODEL
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    SELECTION AND ORDERING OF VARIABLES IN DISCRIMINANT ANALYSIS AND APPLICATION TO BEHRENS-FISHER MODEL (English)
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    18 December 2015
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    Matusita distance
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    Bayes procedure
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    risk of classification or discrimination
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    sufficient subvector for classification
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    important variables for classification
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    Behrens-Fisher model
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    AIC
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    approximate MLE
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    Monte Carlo simulation
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