Exact probabilities of correct classifications for uncorrelated repeated measurements from elliptically contoured distributions.

DOI10.1016/S0047-259X(03)00090-3zbMath1036.62052OpenAlexW2165721338MaRDI QIDQ1427523

D. Krause, Wolf-Dieter Richter

Publication date: 14 March 2004

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

Full work available at URL: https://doi.org/10.1016/s0047-259x(03)00090-3

zbMATH Keywords

TablesAllocationClassification probabilitiesDoubly noncentral generalized \(F\)-distributionElliptically contoured samplesGeometric representation formulaeIntersection percentage functionUncorrelated repeated measurements

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Exact distribution theory in statistics (62E15)

Related Items (1)

Continuous \(l_{n,p}\)-symmetric distributions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Laplace-Gauß integrals, Gaussian measure asymptotic behaviour and probabilities of moderate deviations
• Asymptotic expansions for large deviation probabilities of noncentral generalized chi-square distributions
• Errors in Discrimination
• New representations for the doubly noncentral f-distribution and derived distribution
• On the expectation of errors of allocation associated with a linear discriminant function
• Approximations for the doubly noncentral-F distribution
• Classification and discrimination problems with applications, part I
• A unified method for computing probabilities of misclassification when the covariance matricesare known
• Probabilities and Large Quantiles of Noncentral Generalized Chi-Square Distributions
• Some non-central F-distributions expressed in closed form
• Computing the distribution of quadratic forms in normal variables
• Optimum Classification Rules for Classification into Two Multivariate Normal Populations

This page was built for publication: Exact probabilities of correct classifications for uncorrelated repeated measurements from elliptically contoured distributions.