|
|||||
|
|
Asymptotic distribution of the discriminant function |
|
| Authors: | Mirosław Krzyśko |
| Affiliation: | Institute of Mathematics, Mickiewicz University, 60-769 Poznań, Poland |
| 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 |
| 本文献已被 ScienceDirect 等数据库收录！ | |