Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension

DOI10.1016/j.jmva.2012.11.001zbMath1259.62054OpenAlexW2010853932MaRDI QIDQ1941462

Masashi Hyodo, Tatsuya Kubokawa, Muni S. Srivastava

Publication date: 12 March 2013

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.11.001

zbMATH Keywords

second-order approximationmisclassification errorhigh dimensionsmultivariate normallinear discriminant analysisWishart identityinverted Wishart distributionridge-type estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (6)

A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data ⋮ Distribution of the product of a Wishart matrix and a normal vector ⋮ Approximation of misclassification probabilities in linear discriminant analysis based on repeated measurements ⋮ Estimation of covariance and precision matrices under scale-invariant quadratic loss in high dimension ⋮ Accuracy of regularized D-rule for binary classification ⋮ High-dimensional asymptotics of prediction: ridge regression and classification

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