A study of the effect of kurtosis on discriminant analysis under elliptical populations

DOI10.1016/j.jmva.2012.01.011zbMath1236.62066OpenAlexW1968575263MaRDI QIDQ413743

Jorge M. Arevalillo, Hilario Navarro

Publication date: 7 May 2012

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.01.011

zbMATH Keywords

discriminant analysiselliptically contoured distributionsBayes errorkurtosis ordering

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inequalities; stochastic orderings (60E15)

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