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A Classification Statistic from Anderson's Criterion in Discrimination and its Asymptotic Distribution in the Heteroscedastic Normal Model - MaRDI portal

A Classification Statistic from Anderson's Criterion in Discrimination and its Asymptotic Distribution in the Heteroscedastic Normal Model (Q4353735)

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scientific article; zbMATH DE number 1059593
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A Classification Statistic from Anderson's Criterion in Discrimination and its Asymptotic Distribution in the Heteroscedastic Normal Model
scientific article; zbMATH DE number 1059593

    Statements

    A Classification Statistic from Anderson's Criterion in Discrimination and its Asymptotic Distribution in the Heteroscedastic Normal Model (English)
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    10 September 1997
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    quadratic classification statistic
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    heteroscedastic normal distribution
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    Kullback-Leibler information
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    likelihood ratio criterion
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    moment generating function
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