On the dimension effect of regularized linear discriminant analysis
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Publication:1786573
DOI10.1214/18-EJS1469zbMath1404.62070arXiv1710.03136OpenAlexW2762471879MaRDI QIDQ1786573
Publication date: 24 September 2018
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.03136
random matrix theoryWishart distributionlinear discriminant analysisasymptotic misclassification errorsdimension effectregularized linear discriminant analysis
Asymptotic distribution theory in statistics (62E20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Random matrices (probabilistic aspects) (60B20)
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