BOUNDS ON MAHALANOBIS NORMS AND THEIR APPLICATIONS

Authors
JENSEN DR
Citation
Dr. Jensen, BOUNDS ON MAHALANOBIS NORMS AND THEIR APPLICATIONS, Linear algebra and its applications, 264, 1997, pp. 127-139
Citations number
17
Categorie Soggetti
Mathematics,Mathematics
Journal title
Linear algebra and its applications → ACNP
ISSN journal
00243795
Volume
264
Year of publication
1997
Pages
127 - 139
Database
ISI
SICI code
0024-3795(1997)264:<127:BOMNAT>2.0.ZU;2-4
Abstract
Local and global bounds for ratios of norms, and minimal and maximal n orms, are constructed for pairs and ensembles of quadratic norms on R- k, with corresponding results for Mahalanobis distance functions. Thes e support envelopes for distributions of certain quadratic forms in Ga ussian variates. Applications are noted in the use of quadratic classi fication rules and in assessing hit probabilities in ballistic systems . (C) 1997 Elsevier Science Inc.