L1 least squares for sparse high-dimensional LDA

DOI10.1214/17-EJS1288zbMath1395.62210OpenAlexW2621358189MaRDI QIDQ2396352

Jinzhu Jia, Yan-Fang Li

Publication date: 8 June 2017

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

Full work available at URL: https://projecteuclid.org/euclid.ejs/1496390436

zbMATH Keywords

covariance matrixsparsityLassolinear discriminant analysishigh-dimensional LDA

Mathematics Subject Classification ID

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

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