51. Linear Discriminant Analysis of Multivariate Spatial-Temporal Regressions
- Author
-
Jurate Saltyte-Benth and Kęstutis Dučinskas
- Subjects
Statistics and Probability ,Estimation of covariance matrices ,Multivariate statistics ,Covariance function ,Discriminant function analysis ,Covariance matrix ,Statistics ,Statistics, Probability and Uncertainty ,Covariance ,Linear discriminant analysis ,Mathematics ,Gaussian random field - Abstract
We consider classification of the realization of a multivariate spatial–temporal Gaussian random field into one of two populations with different regression mean models and factorized covariance matrices. Unknown means and common feature vector covariance matrix are estimated from training samples with observations correlated in space and time, assuming spatial–temporal correlations to be known. We present the first-order asymptotic expansion of the expected error rate associated with a linear plug-in discriminant function. Our results are applied to ecological data collected from the Lithuanian Economic Zone in the Baltic Sea.
- Published
- 2005