Records Properties of Non Stationary Time Series |
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| Authors: | Ana E. García Sipols M. Teresa Santos-Martín Clara Simón de Blas |
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| Affiliation: | 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 |
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| 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. |
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| Keywords: | Dickey Fuller Extreme order statistics Integrated time series Renewal theory |
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