Asymptotic distribution of the discriminant function

Miroslaw Krzysko

Statistics & Probability Letters, 1983, vol. 1, issue 5, 243-250

Abstract: This paper describes discrimination among multivariate autoregressive processes by the Bayes method. The asymptotic distribution of the discriminant function and estimation of the probability of misclassification are investigated.

Keywords: Multivariate; AR; models; discriminant; function; asymptotic; distribution; probability; of; misclassification (search for similar items in EconPapers)
Date: 1983
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