Linear discrimination with equicorrelated training vectors

Ricardo Leiva

Journal of Multivariate Analysis, 2007, vol. 98, issue 2, 384-409

Abstract: Fisher's linear discrimination rule requires uncorrelated training vectors. In this paper a linear discrimination method is developed to be used when the training vectors are equicorrelated. Also, maximum likelihood ratio tests are proposed to decide whether the training samples are uncorrelated or equicorrelated.

Keywords: Linear; discrimination; Equicorrelated; training; vectors; Likelihood; ratio; test (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (18)

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