A Classification Statistic from Anderson's Criterion in Discrimination and its Asymptotic Distribution in the Heteroscedastic Normal Model

DOI10.1080/01966324.1996.10737412zbMath0906.62061OpenAlexW2011149636WikidataQ58152962 ScholiaQ58152962MaRDI QIDQ4353735

Mitsuyo Kanazawa

Publication date: 10 September 1997

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1996.10737412

zbMATH Keywords

Kullback-Leibler informationmoment generating functionlikelihood ratio criterionheteroscedastic normal distributionquadratic classification statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Cites Work

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• Interval estimates for posterior probabilities in a multivariate normal classification model
• A Closer Look at Two Alternative Methods of Statistical Discrimination
• Unbiased Estimation of Some Multivariate Probability Densities and Related Functions
• On a Statistical Problem Arising in the Classification of an Individual into One of Two Groups