Classification Rules under Autoregressive and General Circulant Covariance

DOI10.1080/03610920903249550MaRDI QIDQ3064073zbMATH OpenOpenAlexFDO

Authors Christopher Louden, Anuradha Roy

Publication date 20 December 2010

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

Full work available at URL https://doi.org/10.1080/03610920903249550

zbMATH Keywords

autoregressive circulant covariance structurecirculant covariance structureclassification rulesmaximum likelihood estimatesstructure on mean

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• Analysis of Repeated Measures
• Antedependence models in the analysis of multi-group high-dimensional data
• Applied multivariate statistical analysis.
• Discrimination and Classification with Repeated Measures Data under Different Covariance Structures
• ESTIMATION OF FAMILIAL CORRELATIONS UNDER AUTOREGRESSIVE CIRCULAR COVARIANCE
• scientific article; zbMATH DE number 3968787 (Why is no real title available?)
• scientific article; zbMATH DE number 3550005 (Why is no real title available?)
• scientific article; zbMATH DE number 1047757 (Why is no real title available?)
• Testing and Estimation for a Circular Stationary Model

Cited in

(6)

• scientific article; zbMATH DE number 6960827 (Why is no real title available?)
• scientific article; zbMATH DE number 1382607 (Why is no real title available?)
• The classification problem with autoregressive process
• Covariance-engaged classification of sets via linear programming
• Two-sample intraclass correlation coefficient tests for matrix-valued data
• Testing covariance structures belonging to a quadratic subspace under a doubly multivariate model

Describes a project that uses

Uses Software

• SAS/STAT

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