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The problem of extending the Jeffreys-Matusita distance to multiclass cases for feature-selection purposes is addressed and a solution equivalent to the Bhattacharyya bound is presented. This extension is compared with the widely used weighted average Jeffreys-Matusita distance both by examining the respective formulae and by experimenting on an optical remote-sensing data set.
Bruzzone et al. (Sun,) studied this question.
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