Asymptotic distribution of the discriminant function

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.

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Year of publication:	1983
Authors:	Krzysko, Miroslaw
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 1.1983, 5, p. 243-250
Publisher:	Elsevier
Keywords:	Multivariate AR models discriminant function asymptotic distribution probability of misclassification

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319145