Asymptotic distribution of the discriminant function

DOI10.1016/0167-7152(83)90039-1zbMath0519.62049OpenAlexW2112532864MaRDI QIDQ1054417

Mirosław Krzyśko

Publication date: 1983

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(83)90039-1

zbMATH Keywords

discriminationmultivariate autoregressive processesasymptotic distribution of discriminant functionestimation of probability of misclassification

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15)

Related Items (1)

Higher-order asymptotic theory for discriminant analysis of Gaussian ARMA processes

Cites Work

• The moments of products of quadratic forms in normal variables
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