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

DOI10.1006/jmva.1993.1054zbMath0778.62055OpenAlexW2088647313MaRDI QIDQ689338

Publication date: 6 December 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1054

zbMATH Keywords

classification discriminant analysis Edgeworth expansions \(D\)-criterion \(A\)-criterion approximate misclassification error probabilities cross products matrix ellipsoidal covariance structure high dimensional setting MANOVA-approach maximum likelihood ratio criterion within groups sum of squares

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Design of statistical experiments (62K99) Random matrices (algebraic aspects) (15B52)

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