Variable selection of linear programming discriminant estimator

DOI10.1080/03610926.2015.1060344zbMath1368.62172OpenAlexW2341653122MaRDI QIDQ4976213

Dong Xia

Publication date: 27 July 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1060344

zbMATH Keywords

sparsityirrepresentable conditionlinear classificationsign consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (1)

A LINEAR-PROGRAMMING PORTFOLIO OPTIMIZER TO MEAN–VARIANCE OPTIMIZATION

Cites Work

• Unnamed Item
• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• Sparse linear discriminant analysis by thresholding for high dimensional data
• Properties of the singular, inverse and generalized inverse partitioned Wishart distributions
• High-dimensional classification using features annealed independence rules
• Optimal feature selection for sparse linear discriminant analysis and its applications in gene expression data
• Sparse permutation invariant covariance estimation
• Covariance-Regularized Regression and Classification for high Dimensional Problems
• Optimal Feature Selection in High-Dimensional Discriminant Analysis
• A direct approach to sparse discriminant analysis in ultra-high dimensions
• A Direct Estimation Approach to Sparse Linear Discriminant Analysis
• On Consistency and Sparsity for Principal Components Analysis in High Dimensions
• On the Non-Negative Garrotte Estimator

This page was built for publication: Variable selection of linear programming discriminant estimator