Article ID: | iaor201112181 |
Volume: | 65 |
Issue: | 4 |
Start Page Number: | 446 |
End Page Number: | 461 |
Publication Date: | Nov 2011 |
Journal: | Statistica Neerlandica |
Authors: | Batsidis A, Zografos K |
Keywords: | statistics: inference, statistics: regression, matrices, datamining, probability |
The problem of classification of dimensional coherent elliptic random field observations into one of two populations specified by different regression mean models and common stationary scale matrix is considered, under the further assumption that the observations to be classified are dependent on the training samples. In this statistical frame, the behaviour of linear discriminant function is studied and an asymptotic expression for the distribution function of the probabilities of misclassification is derived.