Quadratic discriminant functions with constraints on the covariance matrices: Some asymptotic results

DOI10.1016/0047-259X(92)90025-BzbMath0744.62091OpenAlexW2088471721MaRDI QIDQ1185835

Martin J. Schmid, Bernhard K. Flury

Publication date: 28 June 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(92)90025-b

zbMATH Keywords

eigenvaluescommon principal componentsoptimal classificationproportional covariance matricesrestricted modelarbitrary covariance matricesasymptotic variances of discriminant function coefficientsequality of eigenvectorsidentical covariance matricesmultivariate discrimination of two normal populationsquadratic discriminant function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items

Error rates in quadratic discrimination with constraints on the covariance matrices, Influence functions of two families of robust estimators under proportional scatter matrices, High-dimensional testing for proportional covariance matrices, Robust discrimination under a hierarchy on the scatter matrices, A high dimensional nonparametric test for proportional covariance matrices, Common principal components for dependent random vectors

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