Expected and unexpected values of individual Mahalanobis distances

DOI10.1080/03610926.2016.1200096zbMATH Open1381.62163OpenAlexW2514413081MaRDI QIDQ4588890

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Publication date: 3 November 2017

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1200096

zbMATH Keywords

Mahalanobis distanceincreasing dimensionexpected valuesinverse covariance matrix

Mathematics Subject Classification ID

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

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