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The G-estimate of the regularized Mahalanobis distance in the case where the distribution of observations is different from the normal one. (Russian. English summary)
1989 (Russian)In: Akademiya Nauk Ukrainskoi S.S.R. Doklady. Seriya A. Fiziko-Matematicheskie i Tekhnicheskie Nauki (Ukraine), ISSN 0201-8446, Vol. 11, 61-64 p.Article in journal (Refereed) Published
Abstract [en]

G-estimation of the regular Mahalanobis distance under the condition that the dimension of the sample space is comparable with the size of the learning samples is analysed. It is proved for the first time that properties of consistency and asymptotic normality of this estimation hold, if the distribution of observations is not normal.

Place, publisher, year, edition, pages
1989. Vol. 11, 61-64 p.
Keyword [en]
non-normal observations, G-estimation of the regular Mahalanobis distance, learning samples, consistency, asymptotic normality
National Category
Mathematics
Identifiers
URN: urn:nbn:se:miun:diva-2396Local ID: 1583OAI: oai:DiVA.org:miun-2396DiVA: diva2:27428
Available from: 2008-09-30 Created: 2008-09-30 Last updated: 2009-11-18Bibliographically approved

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Pavlenko, Tatjana
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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
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  • nn-NB
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  • Other locale
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Output format
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