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Optimal discriminant analysis in high-dimensional latent factor models - MaRDI portal

Optimal discriminant analysis in high-dimensional latent factor models (Q6136589)

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scientific article; zbMATH DE number 7732746
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Optimal discriminant analysis in high-dimensional latent factor models
scientific article; zbMATH DE number 7732746

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    Optimal discriminant analysis in high-dimensional latent factor models (English)
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    31 August 2023
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    high-dimensional classification
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    latent factor model
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    principal component regression
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    dimension reduction
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    discriminant analysis
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    optimal rate of convergence
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