High Dimensional Linear Discriminant Analysis: Optimality, Adaptive Algorithm and Missing Data

DOI10.1111/rssb.12326zbMath1428.62267arXiv1804.03018OpenAlexW2964063947WikidataQ127715318 ScholiaQ127715318MaRDI QIDQ5204360

T. Tony Cai, Linjun Zhang

Publication date: 4 December 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.03018

zbMATH Keywords

missing dataoptimal rate of convergencehigh dimensional datalinear discriminant analysisadaptive classification ruleconstrained \(l_1\)-minimization

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10) Minimax procedures in statistical decision theory (62C20)

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