Shrunken Estimators in Discriminant and Canonical Variate Analysis

DOI10.2307/2346404zbMath0454.62053OpenAlexW140870574MaRDI QIDQ3902338

Norm A. Campbell

Publication date: 1980

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2346404

zbMATH Keywords

stabilityeigenvaluescanonical variate analysismean square errorasymptotic resultsvariable selectiongeneralized ridge estimatortwo-group discriminant analysisshrunken estimatorssample discriminant function

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (8)

Covariance pooling and stabilization for classification ⋮ Regularized generalized eigen-decomposition with applications to sparse supervised feature extraction and sparse discriminant analysis ⋮ Effect of a Shrinkage Estimator on the Linear Discriminant Function ⋮ An extension of Fisher's discriminant analysis for stochastic processes ⋮ Regularization in discriminant analysis: an overview ⋮ Regularization through variable selection and conditional MLE with application to classification in high dimensions ⋮ A comparison of several biased estimators for improving the expected error rate of the sample quadratic discriminant function ⋮ A Simple Regularization Procedure for Discriminant Analysis

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