Asymptotic error rates of the W and Z statistics when the training observations are dependent

DOI10.1016/0031-3203(86)90045-2zbMath0623.62052MaRDI QIDQ1091714

B. George

Publication date: 1986

Published in: Pattern Recognition (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0031-3203(86)90045-2

zbMATH Keywords

discrimination; Mahalanobis distance; classification statistics; stationary autoregressive process; Anderson W statistic; asymptotic expansion of the expected error rates; independent training observations; Z statistic

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62H30: Classification and discrimination; cluster analysis (statistical aspects)