Sparse linear discriminant analysis by thresholding for high dimensional data

DOI10.1214/10-AOS870zbMath1215.62062arXiv1105.3561OpenAlexW3104038823MaRDI QIDQ548558

Sijian Wang, Jun Shao, Xinwei Deng, Yazhen Wang

Publication date: 29 June 2011

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.3561

zbMATH Keywords

classificationnormalityhigh dimensionalitymisclassification rateoptimal classification rulesparse estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Medical applications (general) (92C50)

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Uses Software

• rda

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