Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations

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Publication:1763097

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DOI10.3150/bj/1106314847zbMath1064.62073OpenAlexW2118250684WikidataQ105584438 ScholiaQ105584438MaRDI QIDQ1763097

Elizaveta Levina, Peter J. Bickel

Publication date: 21 February 2005

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1106314847

zbMATH Keywords

minimax regret Gaussian coloured noise

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15) Inference from stochastic processes and spectral analysis (62M15)

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