Asymptotic properties of the EPMC for modified linear discriminant analysis when sample size and dimension are both large

DOI10.1016/j.jspi.2010.03.038zbMath1188.62189MaRDI QIDQ974518

Masashi Hyodo, Takayuki Yamada

Publication date: 3 June 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.03.038

zbMATH Keywords

asymptotic approximations; linear discriminant function; expected probability of misclassification

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E20: Asymptotic distribution theory in statistics

62H30: Classification and discrimination; cluster analysis (statistical aspects)

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Covariance structure approximation via gLasso in high-dimensional supervised classification

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