Effect of autocorrelated training samples on Bayes' probabilities of misclassification

DOI10.1016/0031-3203(80)90011-4zbMath0456.62049OpenAlexW2024649135MaRDI QIDQ1150973

J. D. Tubbs

Publication date: 1980

Published in: Pattern Recognition (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0031-3203(80)90011-4

zbMATH Keywords

Kronecker productstationary time seriesspectral density functionmisclassification probabilitiesBayes procedureautocorrelated training samples

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items

The Euclidean distance classifier: an alternative to the linear discriminant function, Analytical study of performance of linear discriminant analysis in stochastic settings, Estimationg error rates in discriminant analysis with correlated training observations: a simulation study, A Quadratic Classification Rule with Equicorrelated Training Vectors for Non Random Samples, Some asymptotic results on the effect of autocorrelation on the error rates of the sample linear discriminant function, Maximum likelihood discriminant analysis on the plane using a Markovian model of spatial context

Cites Work

• Linear dimension reduction and Bayes classification with unknown population parameters
• Further results on the effect of intraclass correlation among training samples in discriminant analysis
• Correction Notes: Correction to "An Asymptotic Expansion for the Distribution of the Linear Discriminant Function"
• Unnamed Item
• Unnamed Item
• Unnamed Item