A Classification Statistic from Anderson's Criterion in Discrimination and its Asymptotic Distribution in the Heteroscedastic Normal Model (Q4353735)

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scientific article; zbMATH DE number 1059593
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    A Classification Statistic from Anderson's Criterion in Discrimination and its Asymptotic Distribution in the Heteroscedastic Normal Model
    scientific article; zbMATH DE number 1059593

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      A Classification Statistic from Anderson's Criterion in Discrimination and its Asymptotic Distribution in the Heteroscedastic Normal Model (English)
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      10 September 1997
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      quadratic classification statistic
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      heteroscedastic normal distribution
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      Kullback-Leibler information
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      likelihood ratio criterion
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      moment generating function
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