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Reduced Rank Discrimination
Author(s) -
Srivastava M. S
Publication year - 1997
Publication title -
scandinavian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.359
H-Index - 65
eISSN - 1467-9469
pISSN - 0303-6898
DOI - 10.1111/1467-9469.00052
Subject(s) - mathematics , rank (graph theory) , multivariate normal distribution , covariance matrix , multivariate statistics , statistics , covariance , matrix (chemical analysis) , combinatorics , plane (geometry) , geometry , materials science , composite material
In this paper the problem of classifying an individual with p characteristics into one of k multivariate normal distributions with common unknown covariance matrix is considered when the matrix of ( k +1) means has a linear structural relationship, that is, it lies in an r ‐dimensional plane, where r