Shrunken Estimators in Discriminant and Canonical Variate Analysis (Q3902338)

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Shrunken Estimators in Discriminant and Canonical Variate Analysis
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    Shrunken Estimators in Discriminant and Canonical Variate Analysis (English)
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    1980
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    shrunken estimators
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    canonical variate analysis
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    variable selection
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    sample discriminant function
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    stability
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    eigenvalues
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    generalized ridge estimator
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    asymptotic results
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    mean square error
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    two-group discriminant analysis
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