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Linear Discriminant Analysis of Multivariate Spatial–Temporal Regressions
Author(s) -
ŠALTYTĖBENTH JŪRATĖ,
DUČINSKAS KȨSTUTIS
Publication year - 2005
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/j.1467-9469.2005.00421.x
Subject(s) - mathematics , multivariate statistics , statistics , covariance , linear discriminant analysis , covariance function , covariance matrix , spatial dependence , gaussian , spatial analysis , physics , quantum mechanics
. We consider classification of the realization of a multivariate spatial–temporal Gaussian random field into one of two populations with different regression mean models and factorized covariance matrices. Unknown means and common feature vector covariance matrix are estimated from training samples with observations correlated in space and time, assuming spatial–temporal correlations to be known. We present the first‐order asymptotic expansion of the expected error rate associated with a linear plug‐in discriminant function. Our results are applied to ecological data collected from the Lithuanian Economic Zone in the Baltic Sea.