On linear discriminant analysis with adaptive ridge classification rules

DOI10.1006/jmva.1995.1036zbMath0877.62062OpenAlexW2083840875MaRDI QIDQ1893363

Wei-Liem Loh

Publication date: 3 July 1995

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1995.1036

zbMATH Keywords

bootstrapMonte Carlo simulationcross-validationerror ratemultivariate normal distributionlinear discriminant analysislinear adaptive ridge classification

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Monte Carlo methods (65C05)

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