CONFIDENCE INTERVALS FOR THE MAHALANOBIS DISTANCE

DOI10.1081/SAC-100001856MaRDI QIDQ4787576zbMATH OpenWikidataFDO

Authors Benjamin Reiser

Publication date 8 January 2003

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/SAC-100001856

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25)

Recommendations

• Modified confidence intervals for the Mahalanobis distance
• The Mahalanobis distance and elliptic distributions
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Cites work

• An interval estimator of the probability of misclassification
• Confidence Intervals for the Generalized ROC Criterion
• EStimating mahalanobis's distance using bayesian analysis
• scientific article; zbMATH DE number 3883421 (Why is no real title available?)
• scientific article; zbMATH DE number 3551724 (Why is no real title available?)
• Linear Combinations of Multiple Diagnostic Markers

Cited in

(12)

• On point estimation of the abnormality of a Mahalanobis index
• Reprint of: Mahalanobis, P. C. (1936) ``On the generalised distance in statistics
• Modified confidence intervals for the Mahalanobis distance
• Moments of the interclass Mahalanobis distance
• EStimating mahalanobis's distance using bayesian analysis
• The Mahalanobis distance and elliptic distributions
• Confidence Intervals for l_k,p,θ Distances
• Bootstrap confidence intervals for the contributions of individual variables to a Mahalanobis distance
• Simulation methods for squared Euclidean and Mahalanobis type distances for multivariate data and their application in assessing the uncertainty in hierarchical clustering
• Mahalanobis distance under non-normality
• Bounds for a multivariate extension of range over standard deviation based on the Mahalanobis distance
• On the ordinary distance between multivariate random systems in engineering

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