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

DOI10.1016/J.JSPI.2010.03.038zbMATH Open1188.62189OpenAlexW2014391527MaRDI QIDQ974518FDOQ974518

Masashi Hyodo, T. 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

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zbMATH Keywords

asymptotic approximationslinear discriminant functionexpected probability of misclassification

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
• A well-conditioned estimator for large-dimensional covariance matrices
• Modified linear discriminant analysis approaches for classification of high-dimensional microarray data
• Title not available (Why is that?)
• Maximum likelihood estimators in multivariate linear normal models
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• Classification, pattern recognition and reduction of dimensionality
• The smallest eigenvalue of a large dimensional Wishart matrix
• Error bounds for asymptotic approximations of the linear discriminant function when the sample sizes and dimensionality are large
• Asymptotic aproximations for EPMC’s of the linear and the quadratic discriminant functions when the sample sizes and the dimension are large
• Comparison of Discrimination Methods for High Dimensional Data

Cited In (3)

• Error bounds for asymptotic approximations of the linear discriminant function when the sample sizes and dimensionality are large
• Covariance structure approximation via gLasso in high-dimensional supervised classification
• Asymptotic results in canonical discriminant analysis when the dimension is large compared to the sample size

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