Some asymptotic results on the effect of autocorrelation on the error rates of the sample linear discriminant function
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摘要
The effect of serial correlation of the training samples on the error rates associated with the sample linear disciminant function has been studied recently by Tubbs.(1) This paper investigates the effect of serial correlation under more general conditions. Also, it is noted that the asymptotic expansion of the change in the expected error rate differs from that given by Tubbs.(1)
论文关键词：Sample linear discriminant function,Misallocation probabilities,Stationary time series,Spectral density function,Asymptotic expansions
论文评审过程：Received 4 March 1982, Available online 19 May 2003.
论文官网地址：https://doi.org/10.1016/0031-3203(83)90014-6
