Generalization of the Mahalanobis Distance in the Mixed Case

The Mahalanobis distance is extended to the case where the variables are a mixture of discrete and continuous variables. The distributional properties are studied for the location model and asymptotical results are obtained for the general parametric case. The rate of convergence is evaluated through simulation. An example of these techniques is presented.

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Year of publication:	1995
Authors:	Barhen, A. ; Daudin, J. J.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 53.1995, 2, p. 332-342
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10005152863