Sparse robust discriminant analysis for high-dimensional and heavy-tailed data
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Cites work
- A direct estimation approach to sparse linear discriminant analysis
- A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery
- Adaptive Weighted Learning for Unbalanced Multicategory Classification
- An Efficient Convex Formulation for Reduced-Rank Linear Discriminant Analysis in High Dimensions
- Discriminant analysis under elliptical populations
- Generalized quadratic discriminant analysis
- High Dimensional Linear Discriminant Analysis: Optimality, Adaptive Algorithm and Missing Data
- High-dimensional classification using features annealed independence rules
- scientific article; zbMATH DE number 3976122 (Why is no real title available?)
- Median-based classifiers for high-dimensional data
- Mode-based classifier: a robust and flexible discriminant analysis for high-dimensional data
- Multiclass sparse discriminant analysis
- Neyman-Pearson classification: parametrics and sample size requirement
- Neyman-Pearson Multi-Class Classification via Cost-Sensitive Learning
- Penalized classification using Fisher's linear discriminant
- Quantile-based classifiers
- Random forests
- Shrinkage tuning parameter selection with a diverging number of parameters
- Sparse linear discriminant analysis by thresholding for high dimensional data
- Sparse Quadratic Discriminant Analysis For High Dimensional Data
- Support-vector networks
- The robust nearest shrunken centroids classifier for high-dimensional heavy-tailed data
- Tuning parameter selection in high dimensional penalized likelihood
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Unified LASSO Estimation by Least Squares Approximation
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