High dimensional discriminant rules with shrinkage estimators of the covariance matrix and mean vector

DOI10.1016/j.jspi.2024.106199MaRDI QIDQ6616195

Jaehoan Kim, Hoyoung Park, Junyong Park

Publication date: 8 October 2024

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

nonparametric maximum likelihood estimationnonparametric empirical Bayesestimation of precision matrixhigh dimensional discriminant analysis

Mathematics Subject Classification ID

Statistics (62-XX)

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