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Linear discrimination for multi-level multivariate data with separable means and jointly equicorrelated covariance structure

Authors :
Ricardo Leiva
Anuradha Roy
Source :
Journal of Statistical Planning and Inference. 141:1910-1924
Publication Year :
2011
Publisher :
Elsevier BV, 2011.

Abstract

In this article we study a linear discriminant function of multiple m -variate observations at u -sites and over v -time points under the assumption of multivariate normality. We assume that the m -variate observations have a separable mean vector structure and a “jointly equicorrelated covariance” structure. The new discriminant function is very effective in discriminating individuals in a small sample scenario. No closed-form expression exists for the maximum likelihood estimates of the unknown population parameters, and their direct computation is nontrivial. An iterative algorithm is proposed to calculate the maximum likelihood estimates of these unknown parameters. A discriminant function is also developed for unstructured mean vectors. The new discriminant functions are applied to simulated data sets as well as to a real data set. Results illustrating the benefits of the new classification methods over the traditional one are presented.

Details

ISSN :
03783758
Volume :
141
Database :
OpenAIRE
Journal :
Journal of Statistical Planning and Inference
Accession number :
edsair.doi...........92c0012313ac1d7847f7d9ad1798a3a1
Full Text :
https://doi.org/10.1016/j.jspi.2010.12.001