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W. J. Krzanowski, P. Jonathan, W. V. McCarthy, M. R. Thomas, Discriminant Analysis with Singular Covariance Matrices: Methods and Applications to Spectroscopic Data, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 44, No. 1 (1995), pp. 101-115
Krzanowski et al. (Sun,) studied this question.
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