Ridge estimation of covariance matrix from data in two classes.

DOI10.21136/am.2024.0157-23MaRDI QIDQ6584362

Yi Zhou, Bin Zhang

Publication date: 7 August 2024

Published in: Applications of Mathematics (Search for Journal in Brave)

zbMATH Keywords

covariance matrixcontaminationridge estimationtwo-class data

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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