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Some asymptotic results on the effect of autocorrelation on the error rates of the sample linear discriminant function. (English) Zbl 0515.62059


MSC:

62H30 Classification and discrimination; cluster analysis (statistical aspects)
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)

Citations:

Zbl 0456.62049
Full Text: DOI

References:

[1] Tubbs, J. D., Effect of autocorrelated training samples on Bayes’ probability of misclassification, Pattern Recognition, 12, 351-354 (1980) · Zbl 0456.62049
[2] Anderson, T. W., An Introduction to Multivariate Statistical Analysis, ((1958), Wiley: Wiley New York), 136 · Zbl 0083.14601
[3] Craig, R. G., Autocorrelation in Landsat data, (Proc. 13th Int. Symposium on Remote Sensing of the Environment (1979))
[4] Basu, J. P.; Odell, P. L., Effects of intraclass correlation among training samples on the misclassification probabilities of Bayes’ procedure, Pattern Recognition, 6, 13-16 (1974)
[5] McLachlan, G. J., Further results on the effect of intraclass correlation among training samples in discriminant analysis, Pattern Recognition, 8, 273-275 (1976) · Zbl 0351.62041
[6] Tubbs, J. D.; Coberly, W. A., Spatial correlation and its effects upon classification results in Landsat, (Proc. 12th Int. Symposium on Remote Sensing of the Environment (1978)) · Zbl 0491.62047
[7] Fuller, W. A., (Introduction to Statistical Time Series (1976), Wiley: Wiley New York) · Zbl 0353.62050
[8] Okamoto, M., An asymptotic expansion of the distribution of the linear discriminant function, Ann. math. Statist., 39, 1358-1359 (1968) · Zbl 0162.22502
[9] McLachlan, G. J., The relationship in terms of asymptotic mean square error between the separate problems of estimating each of the three types of error rate of the linear discriminant function, Technometrics, 16, 569 (1974) · Zbl 0294.62070
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