Discriminant analysis under elliptical populations

zbMath0806.62048MaRDI QIDQ1336493

Hirofumi Wakaki

Publication date: 16 February 1995

Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

loss functionjoint distributionsample meansample covariance matrixinfluence functionscommon covariance matrixelliptical populationsFisher's linear discriminant functionmeasure of efficiencyasymptotic expansion formulasconditional misclassification probabilitiesequivariant M-estimatorsexpected probabilitiesmeasure of sensitivityminimax classification ruleoptimal robust M-estimatorsrobust classification rule

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Robustness and adaptive procedures (parametric inference) (62F35)

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Discrimination of observations into one of two elliptic populations based on monotone training samples ⋮ Asymptotic null and nonnull distribution of Hotelling's \(T^ 2\)-statistic under the elliptical distribution ⋮ Reverse stress testing in skew-elliptical models ⋮ A study of the effect of kurtosis on discriminant analysis under elliptical populations ⋮ An asymptotic approximation for EPMC in linear discriminant analysis based on monotone missing data ⋮ A necessary power divergence-type family of tests for testing elliptical symmetry ⋮ Some necessary uniform tests for spherical symmetry