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

DOI10.1080/01966324.1996.10737412zbMATH Open0906.62061OpenAlexW2011149636WikidataQ58152962 ScholiaQ58152962MaRDI QIDQ4353735FDOQ4353735

Authors: Mitsuyo Kanazawa 

Publication date: 10 September 1997

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1996.10737412

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zbMATH Keywords

moment generating functionKullback-Leibler informationlikelihood ratio criterionheteroscedastic normal distributionquadratic classification statistic

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Title not available (Why is that?)
• Unbiased Estimation of Some Multivariate Probability Densities and Related Functions
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• Title not available (Why is that?)
• On a Statistical Problem Arising in the Classification of an Individual into One of Two Groups
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• A Closer Look at Two Alternative Methods of Statistical Discrimination
• Interval estimates for posterior probabilities in a multivariate normal classification model

Cited In (9)

• On the generalized test likelihood ratio for multivariate normal distribution applied to classifi\-cation
• Asymptotic Comparison of Two Discriminants Used in Normal Covariate Classification
• Evaluation of the posterior probability of a class with a series of Anderson discriminant functions
• Correlation between successive values of Anderson's classification statistic in the hold-out method
• Asymptotic expansion of the distribution of the Z statistic in discriminant analysis
• Higher order asymptotic theory for discriminant analysis in exponential families of distributions
• Title not available (Why is that?)
• Anderson's classification statistic based on a post-stratified training sample
• Interval estimation in two-group discriminant analysis under heteroscedasticity for large dimension

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