Fast rate of convergence in high-dimensional linear discriminant analysis
DOI10.1080/10485252.2010.487531zbMath1359.62240arXiv0909.2191OpenAlexW2082795648MaRDI QIDQ3021183
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Publication date: 22 July 2011
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0909.2191
classificationdimension reductionlinear discriminant analysishigh dimensionGaussian datathresholding estimator
Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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