Discriminant analysis with independently repeated multivariate measurements: an L2 approach
Motivated by an attempt to date (parts of) Alsacian castles on the basis of samples of stones, the attention is concentrated on a mathematicalstatistical analysis of estimates of L2 affinities of multivariate densities. In the Gaussian case, the (joint) asymptotic normality is established and covariances are determined. In the non-Gaussian case, some kernel method is used. The estimates are then incorporated into allocation rules. Misclassification probabilities are studied empirically for the case of the castles.
discriminant analysis affinity asymptotic normality allocation rule three-way data f-dissimilarity