Asymptotic expansion of the misclassification probabilities of D- and A- criteria for discrimination from two high dimensional populations using the theory of large dimensional random matrices (Q689338)

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scientific article; zbMATH DE number 445123
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English
Asymptotic expansion of the misclassification probabilities of D- and A- criteria for discrimination from two high dimensional populations using the theory of large dimensional random matrices
scientific article; zbMATH DE number 445123

    Statements

    Asymptotic expansion of the misclassification probabilities of D- and A- criteria for discrimination from two high dimensional populations using the theory of large dimensional random matrices (English)
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    6 December 1993
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    \(D\)-criterion
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    \(A\)-criterion
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    approximate misclassification error probabilities
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    ellipsoidal covariance structure
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    MANOVA-approach
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    discriminant analysis
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    within groups sum of squares
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    cross products matrix
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    classification
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    maximum likelihood ratio criterion
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    high dimensional setting
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    Edgeworth expansions
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