Discriminant analysis on high dimensional Gaussian copula model

DOI10.1016/J.SPL.2016.05.018zbMath1398.62164OpenAlexW2412163499MaRDI QIDQ310646

Yong He, Ping-Ping Wang, Xin Sheng Zhang

Publication date: 8 September 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.05.018

zbMATH Keywords

classificationGaussian copula modelrotate-and-solve

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (2)

The sparse group lasso for high-dimensional integrative linear discriminant analysis with application to alzheimer's disease prediction ⋮ Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure

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