Linear Discrimination with Adaptive Ridge Classification Rules
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References listed on IDEAS
- T. Anderson, 1951. "Classification by multivariate analysis," Psychometrika, Springer;The Psychometric Society, vol. 16(1), pages 31-50, March.
- Loh, W. L., 1995. "On Linear Discriminant Analysis with Adaptive Ridge Classification Rules," Journal of Multivariate Analysis, Elsevier, vol. 53(2), pages 264-278, May.
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- Kubokawa, Tatsuya & Srivastava, Muni S., 2008. "Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data," Journal of Multivariate Analysis, Elsevier, vol. 99(9), pages 1906-1928, October.
- Raudys, Sarunas & Young, Dean M., 2004. "Results in statistical discriminant analysis: a review of the former Soviet Union literature," Journal of Multivariate Analysis, Elsevier, vol. 89(1), pages 1-35, April.
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Keywords
adaptive ridge classification rule asymptotic error rate expansion linear discrimination multivariate normal distribution;Statistics
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