Srivastava, Muni S. - In: Journal of Multivariate Analysis 97 (2006) 9, pp. 2057-2070
In this article, the problem of classifying a new observation vector into one of the two known groups [Pi]i,i=1,2, distributed as multivariate normal with common covariance matrix is considered. The total number of observation vectors from the two groups is, however, less than the dimension of...