2 results for “Two–Sample Mean Vectors”

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Research ArticleOpen accessIn the keywordsA Test on the Multivariate Behrens–Fisher Problem in High–Dimensional Data by Block Covariance EstimationParanut Sukcharoen, Samruam ChongcharoenIn this paper, we proposed a new testing statistic for testing the equality of mean vectors from two multivariate normal populations when the covariance matrices are unknown and unequal in high–dimensional data. A new test is proposed based on the idea of keeping more information from the sample covariance matrices as much as possible. A proposed test is invariant under … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 2 Apr 2019 · 7,369 accessesView PDF Cite

Research ArticleOpen accessIn the abstractRobust Linear Discriminant AnalysisSharipah Soaad Syed Yahaya, Yai-Fung Lim, Hazlina Ali, Zurni OmarLinear Discriminant Analysis (LDA) is the most commonly employed method for classification. This method which creates a linear discriminant function yields optimal classification rule between two or more groups under the assumptions of normality and homoscedasticity (equal covariance matrices). However, the calculation of parametric LDA highly relies on the sample mean vectors and pooled sample covariance matrix which are sensitive … …Journal of Mathematics and Statistics, Vol. 12, Issue 4 · 4 Jan 2017 · 7,649 accessesView PDF Cite