Abstract
We consider the linear separation of two continuous multivariate distributions. Under mild conditions, the optimal linear separation exists uniquely. A kernel-smoothed approach is proposed to estimate the optimal linear combination and the corresponding separation measure. The proposed method yields consistent estimators allowing the construction of confidence intervals.
| Original language | English |
|---|---|
| Pages (from-to) | 145-158 |
| Number of pages | 14 |
| Journal | Journal of Nonparametric Statistics |
| Volume | 18 |
| Issue number | 2 |
| DOIs | |
| State | Published - Feb 1 2006 |
Keywords
- Kernel estimation
- Linear combination
- Measure of separation
- Non-parametric Behrens-Fisher problem
- Receiver operating characteristic curves
- Stress-strength problem
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