CLASSIFICATION, DISTRIBUTIONS AND ADMISSIBILITY IN AUTOREGRESSIVE PROCESS |
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Authors: | Shibdas Bandyopadhyay |
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Institution: | Indian Statistical Institute, Calcutta |
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Abstract: | The problem considered here is to classify a unit into one of two populations based on a vector of measurements on the unit. The observation vector is assumed to follow an auto-regressive process. Samples from the process are used to construct classification rules. The distributions of some classification statistics are obtained. The admissibility of some classification rules is established. |
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