The kurtosis coefficient and the linear
โ
Daniel Peรฑa; Francisco J. Prieto
๐
Article
๐
2000
๐
Elsevier Science
๐
English
โ 80 KB
In this note we analyze the relationship between the direction obtained from the minimization of the kurtosis coe cient of the projections of a mixture of multivariate normal distributions and the linear discriminant function. We show that both directions are closely related and, in particular, that