Optimal discriminant analysis in high-dimensional latent factor models (Q6136589)
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scientific article; zbMATH DE number 7732746
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| English | Optimal discriminant analysis in high-dimensional latent factor models |
scientific article; zbMATH DE number 7732746 |
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Optimal discriminant analysis in high-dimensional latent factor models (English)
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31 August 2023
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high-dimensional classification
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latent factor model
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principal component regression
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dimension reduction
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discriminant analysis
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optimal rate of convergence
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0.90394276
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0.90222377
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