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A discriminant rule under transformation

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  • Velilla Cerdan, Santiago
  • Barrio, Juan A.

Abstract

We present a new rule for discriminating among continuous populations which are not multivariate normal. The basic idea is to construct the sample maximum likelihood discriminant rule after transforming the data by a suitable multivariate transformation to normality

Suggested Citation

  • Velilla Cerdan, Santiago & Barrio, Juan A., 1992. "A discriminant rule under transformation," UC3M Working papers. Economics 2837, Universidad Carlos III de Madrid. Departamento de Economía.
    • Handle: RePEc:cte:werepe:2837
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    Keywords

    Cross-validation;

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