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

DOI10.1080/01966324.1996.10737412MaRDI QIDQ4353735zbMATH OpenOpenAlexWikidataFDO

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

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)

Recommendations

• Anderson's classification statistic based on a post-stratified training sample
• A canonical form of anderson's classification statistic
• 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
• The asymptotic distribution of the proportion of correct classifications for a holdout sample in logistic regression
• Asymptotic expansion of the misclassification probabilities of D- and A- criteria for discrimination from two high dimensional populations using the theory of large dimensional random matrices
• Asymptotic estimate of probability of misclassification for discriminant rules based on density estimates

Cites work

• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3804681 (Why is no real title available?)
• scientific article; zbMATH DE number 2118472 (Why is no real title available?)
• scientific article; zbMATH DE number 3390165 (Why is no real title available?)
• scientific article; zbMATH DE number 3089518 (Why is no real title available?)
• A Closer Look at Two Alternative Methods of Statistical Discrimination
• Interval estimates for posterior probabilities in a multivariate normal classification model
• On a Statistical Problem Arising in the Classification of an Individual into One of Two Groups
• Unbiased Estimation of Some Multivariate Probability Densities and Related Functions

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
• Higher order asymptotic theory for discriminant analysis in exponential families of distributions
• Asymptotic expansion of the distribution of the Z statistic in discriminant analysis
• scientific article; zbMATH DE number 4066165 (Why is no real title available?)
• Anderson's classification statistic based on a post-stratified training sample
• Interval estimation in two-group discriminant analysis under heteroscedasticity for large dimension

This page was built for publication: A Classification Statistic from Anderson's Criterion in Discrimination and its Asymptotic Distribution in the Heteroscedastic Normal Model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4353735)