Asymptotic probabilities of misclassification of two discriminant functions in cases of high dimensional data

Statistics and Probability Letters

Volumn 67, Issue 1, 2004, Pages 9-17

  Cheng, Yu ^a,b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b University of Wisconsin Madison   (United States)

Author keywords

EPM; Monte Carlo simulation; Stochastic representation

Indexed keywords

EID: 1342264805     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2003.12.001     Document Type: Article

References (5)

1. Anderson T.W. An Introduction to Multivariate Statistical Analysis 2nd Edition 1984 Wiley New York
2. Bai Z.D. Methodologies in spectral analysis of large dimensional random matrices. a review Statist. Sinica 9 3 1999 611-677
3. Bai Z.D. Yin Y.Q. Limit of the smallest eigenvalue of large dimensional sample covariance matrix Ann. Probab. 21 1993 1275-1294
4. Cheng, Y., 2001. Discriminant analysis with small and large sample size. Master Thesis. Library of the University of Singapore.
5. Seber, G.A., 1984. Multivariate Observations. Wiley, New York, pp. 293-300.