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Normal model for distribution-free multivariate analysis

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  • Serdobolskii, V. I.

Abstract

It is shown that standard quality functions of n-dimensional regularized linear multivariate procedures can be accurately estimated under the assumption that of populations normality if n is so large that it is comparable in magnitude with sample size. The correction terms are estimated from above and their upper estimates are obtained with accuracy up to absolute constants.

Suggested Citation

  • Serdobolskii, V. I., 2000. "Normal model for distribution-free multivariate analysis," Statistics & Probability Letters, Elsevier, vol. 48(4), pages 353-360, July.
    • Handle: RePEc:eee:stapro:v:48:y:2000:i:4:p:353-360
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