Higher order asymptotic theory for discriminant analysis in exponential families of distributions

DOI10.1006/JMVA.1994.1001zbMath0789.62046OpenAlexW2030236034MaRDI QIDQ1319949

Masanobu Taniguchi

Publication date: 21 April 1994

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

Full work available at URL: https://doi.org/10.1006/jmva.1994.1001

zbMATH Keywords

asymptotic expansiondiscriminant analysistraining samplesmaximum likelihood estimatorexponential family of distributionscurved exponential familyclassification statisticsprobabilities of misclassificationhigher order asymptotic theoryAnderson \(W\)Cochran and Bliss classification statisticmultivariate observationquadratic classificationsecond order asymptotically best

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (3)

Classification into Kullback-Leibler balls in exponential families ⋮ Second-order expansion for the expected regret risk in classification of one-parametric distributions ⋮ Second-order asymptotic expansion for the risk in classification of curved exponential populations.

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