Unbiased estimators and classification problems for multivariate normal populations
Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 2, pp. 381-389
Voir la notice de l'article provenant de la source Math-Net.Ru
We obtain the unbiased estimates of multivariate normal probability density and the
unbiased estimates of probability density of the sample mean and the sample covariance
matrix when independent observations have a normal distribution with unknown mean
and variance. This unbiased estimators are used for the construction of the point and
group classification rules. It is shown that the error of group classification tends to zero
when all sample sizes tend to infinity.
@article{TVP_1980_25_2_a15,
author = {R. A. Abusev and Ya. P. Lumel'skiǐ},
title = {Unbiased estimators and classification problems for multivariate normal populations},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {381--389},
publisher = {mathdoc},
volume = {25},
number = {2},
year = {1980},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1980_25_2_a15/}
}
TY - JOUR AU - R. A. Abusev AU - Ya. P. Lumel'skiǐ TI - Unbiased estimators and classification problems for multivariate normal populations JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1980 SP - 381 EP - 389 VL - 25 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1980_25_2_a15/ LA - ru ID - TVP_1980_25_2_a15 ER -
%0 Journal Article %A R. A. Abusev %A Ya. P. Lumel'skiǐ %T Unbiased estimators and classification problems for multivariate normal populations %J Teoriâ veroâtnostej i ee primeneniâ %D 1980 %P 381-389 %V 25 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_1980_25_2_a15/ %G ru %F TVP_1980_25_2_a15
R. A. Abusev; Ya. P. Lumel'skiǐ. Unbiased estimators and classification problems for multivariate normal populations. Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 2, pp. 381-389. http://geodesic.mathdoc.fr/item/TVP_1980_25_2_a15/