The robust nearest shrunken centroids classifier for high-dimensional heavy-tailed data

DOI10.1214/22-EJS2022zbMath1493.62399OpenAlexW4285294075MaRDI QIDQ2154953

Shaokang Ren, Qing Mai

Publication date: 15 July 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-16/issue-1/The-robust-nearest-shrunken-centroids-classifier-for-high-dimensional-heavy/10.1214/22-EJS2022.full

zbMATH Keywords

robust estimatorheavy-tailed datahigh-dimensional classificationHuber lossnearest shrunken centroids classifier

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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