Asymptotic distribution of the discriminant function

DOI10.1016/0167-7152(83)90039-1MaRDI QIDQ1054417zbMATH OpenOpenAlexFDO

Authors Mirosław Krzyśko

Publication date 1983

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(83)90039-1

zbMATH Keywords

discriminationmultivariate autoregressive processesasymptotic distribution of discriminant functionestimation of probability of misclassification

Mathematics Subject Classification ID

Bayesian inference (62F15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Asymptotic distribution theory in statistics (62E20)

Cites work

• scientific article; zbMATH DE number 3578229 (Why is no real title available?)
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• scientific article; zbMATH DE number 3347516 (Why is no real title available?)
• The moments of products of quadratic forms in normal variables

Cited in

(1)

• Higher-order asymptotic theory for discriminant analysis of Gaussian ARMA processes

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