Records Properties of Non Stationary Time Series |
| |
| Authors: | Ana E García Sipols M Teresa Santos-Martín Clara Simón de Blas |
| |
| Institution: | 1. Statistics and Operations Department , Rey Juan Carlos University , Móstoles , Spain anaelizabeth.garcia@urjc.es;3. Statistics Department , Salamanca University , Salamanca , Spain;4. Statistics and Operations Department , Rey Juan Carlos University , Móstoles , Spain |
| |
| Abstract: | This article proposes an asymptotic expansion for the Studentized linear discriminant function using two-step monotone missing samples under multivariate normality. The asymptotic expansions related to discriminant function have been obtained for complete data under multivariate normality. The result derived by Anderson (1973
Anderson , T. W. ( 1973 ). An asymptotic expansion of the distribution of the Studentized classification statistic W . The Annals of Statistics 1 : 964 – 972 .Crossref], Web of Science ®] , Google Scholar]) plays an important role in deciding the cut-off point that controls the probabilities of misclassification. This article provides an extension of the result derived by Anderson (1973
Anderson , T. W. ( 1973 ). An asymptotic expansion of the distribution of the Studentized classification statistic W . The Annals of Statistics 1 : 964 – 972 .Crossref], Web of Science ®] , Google Scholar]) in the case of two-step monotone missing samples under multivariate normality. Finally, numerical evaluations by Monte Carlo simulations were also presented. |
| |
| Keywords: | Dickey Fuller Extreme order statistics Integrated time series Renewal theory |
|
|
