Asymptotic error rates of the W and Z statistics when the training observations are dependent
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Publication:1091714
DOI10.1016/0031-3203(86)90045-2zbMath0623.62052MaRDI QIDQ1091714
Publication date: 1986
Published in: Pattern Recognition (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0031-3203(86)90045-2
discrimination; Mahalanobis distance; classification statistics; stationary autoregressive process; Anderson W statistic; asymptotic expansion of the expected error rates; independent training observations; Z statistic
62E20: Asymptotic distribution theory in statistics
62H30: Classification and discrimination; cluster analysis (statistical aspects)