Variable Selection in Heteroscedastic Discriminant Analysis

DOI10.2307/2289240MaRDI QIDQ3725364zbMATH OpenOpenAlexFDO

Authors L. P. Fatti, Douglas M. Hawkins

Publication date 1986

Full work available at URL https://doi.org/10.2307/2289240

zbMATH Keywords

combining testcovariance matricesfactorization of the likelihood ratio statisticheteroscedastic discriminant analysishomoscedasticitylocationmeansnormal populationsstatisticsstep-down decompositionvariable selection

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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