GENERALIZATION OF THE MAHALANOBIS DISTANCE IN THE MIXED CASE

Authors
BARHEN A DAUDIN JJ
Citation
A. Barhen et Jj. Daudin, GENERALIZATION OF THE MAHALANOBIS DISTANCE IN THE MIXED CASE, Journal of Multivariate Analysis, 53(2), 1995, pp. 332-342
Citations number
8
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of Multivariate Analysis → ACNP
ISSN journal
0047259X
Volume
53
Issue
2
Year of publication
1995
Pages
332 - 342
Database
ISI
SICI code
0047-259X(1995)53:2<332:GOTMDI>2.0.ZU;2-3
Abstract
The Mahalanobis distance is extended to the case where the variables a re a mixture of discrete and continuous variables. The distributional properties are studied for the location model and asymptotical results are obtained for the general parametric case. The rate of convergence is evaluated through simulation. An example of these techniques is pr esented. (C) 1995 Academic Press, Inc.