On the robustness of the equal-mean discrimination rule with uniform covariance structure against serially correlated training data

摘要

The effect of correlated training data on the error rates for the sample linear discriminant function has been studied by Basu and Odell,(1) McLachlan,(2) Tubbs,(3) and Lawoko and McLachlan.(4–6) This paper investigates the effect of serially correlated data on the expected error rate of the equal-mean classifier with uniform covariance structure.