Asymptotic aproximations for EPMC’s of the linear and the quadratic discriminant functions when the sample sizes and the dimension are large

DOI10.1515/rose.1998.6.3.269zbMath0924.62070OpenAlexW1980601587MaRDI QIDQ4258898

Yasunori Fujikoshi, Takashi Seo

Publication date: 14 September 1999

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1998.6.3.269

zbMATH Keywords

normal populationssample covariance matrixasymptotic approximationsclassification statisticssample mean vectors

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (18)

Asymptotic Expansion of the Null Distribution of LR Statistic for Multivariate Linear Hypothesis when the Dimension is Large ⋮ Contributions to multivariate analysis by Professor Yasunori Fujikoshi ⋮ High-dimensional AICs for selection of variables in discriminant analysis ⋮ High-dimensional asymptotic results for EPMCs of W- and Z- rules ⋮ On Kolmogorov asymptotics of estimators of the misclassification error rate in linear discriminant analysis ⋮ An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samples ⋮ Asymptotic expansions relating to discrimination based on two-step monotone missing samples ⋮ Discriminant analysis in small and large dimensions ⋮ An asymptotic approximation for EPMC in linear discriminant analysis based on monotone missing data ⋮ Results in statistical discriminant analysis: A review of the former Soviet Union literature. ⋮ High-dimensional asymptotics of prediction: ridge regression and classification ⋮ An asymptotic expansion for the distribution of the linear discriminant function based on monotone missing data ⋮ Asymptotic properties of the EPMC for modified linear discriminant analysis when sample size and dimension are both large ⋮ Asymptotic Expansion of the Distribution of the Studentized Linear Discriminant Function Based on Two-Step Monotone Missing Samples ⋮ Computable error bounds for asymptotic approximations of the quadratic discriminant function ⋮ Error bounds for asymptotic approximations of the linear discriminant function when the sample sizes and dimensionality are large ⋮ An asymptotic expansion for the distribution of Euclidean distance-based discriminant function in normal populations ⋮ A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large

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