Classifying elliptically distributed observations using the Ledoit-Wolf shrinkage approach (Q6924007)
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scientific article; zbMATH DE number 8099044
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| English | Classifying elliptically distributed observations using the Ledoit-Wolf shrinkage approach |
scientific article; zbMATH DE number 8099044 |
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Classifying elliptically distributed observations using the Ledoit-Wolf shrinkage approach (English)
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30 September 2025
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classification
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discriminant rule
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elliptical distributions
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misclassification error
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shrinkage
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singular covariance
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