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May, 1974 Classification and Estimation of Several Multiple Regressions
Ivor Francis, Samprit Chatterjee
Ann. Statist. 2(3): 558-561 (May, 1974). DOI: 10.1214/aos/1176342716

Abstract

Two problems, classifying an individual into one of several populations and estimating the regression in that population, are simultaneously treated as one problem. This can be viewed as a problem of a missing observation on a categorical variable. When all variables are jointly distributed multivariate normal, the maximum likelihood solution is the intuitively appealing one: classify the individual using the usual likelihood ratio procedure, then estimate the regression using the observations from the selected population.

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Ivor Francis. Samprit Chatterjee. "Classification and Estimation of Several Multiple Regressions." Ann. Statist. 2 (3) 558 - 561, May, 1974. https://doi.org/10.1214/aos/1176342716

Information

Published: May, 1974
First available in Project Euclid: 12 April 2007

zbMATH: 0349.62036
MathSciNet: MR383648
Digital Object Identifier: 10.1214/aos/1176342716

Subjects:
Primary: 62H30
Secondary: 62J05

Rights: Copyright © 1974 Institute of Mathematical Statistics

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Vol.2 • No. 3 • May, 1974
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