Unbiased estimators and classification problems for multivariate normal populations
Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 2, pp. 381-389
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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},
year = {1980},
volume = {25},
number = {2},
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 UR - http://geodesic.mathdoc.fr/item/TVP_1980_25_2_a15/ LA - ru ID - TVP_1980_25_2_a15 ER -
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/