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Discriminant analysis of multivariate repeated measures data with Kronecker product structured covariance matrices. (English) Zbl 1247.62155
Summary: We propose new classifiers under the assumption of multivariate normality for multivariate repeated measures data with Kronecker product covariance structures. These classifiers are especially effective when the number of observations is not large enough to estimate the covariance matrices, and thus the traditional classifiers fail. A computational scheme for maximum likelihood estimates of the required class parameters are also given. The quality of these new classifiers are examined on some real data.

62H30 Classification and discrimination; cluster analysis (statistical aspects)
62H12 Estimation in multivariate analysis
Full Text: DOI
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