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On Kolmogorov Asymptotics of Estimators of the Misclassification Error Rate in Linear Discriminant Analysis

We provide a fundamental theorem that can be used in conjunction with Kolmogorov asymptotic conditions to derive the first moments of well-known estimators of the actual error rate in linear discriminant analysis of a multivariate Gaussian model under the assumption of a common known covariance matr...

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Bibliografische gegevens
Hoofdauteurs: Zollanvari, Amin, Genton, Marc G.
Formaat: Artigo
Taal:Inglês
Gepubliceerd in: 2013
Onderwerpen:
Online toegang:https://ncbi.nlm.nih.gov/pmc/articles/PMC3840470/
https://ncbi.nlm.nih.gov/pubmed/24288447
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s13171-013-0029-9
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