A Comparison of Shrinkage-based Estimators for Regularized Linear Discriminant Analysis in High-Dimensional Classification

John A. Ramey, Phil D. Young, and Dean M. Young.
Working Paper, Baylor University.

Availability:

• Working Paper.

Abstract. TODO

Keywords: Regularized Linear Discriminant Analysis, Shrinkage Estimators, High-dimensional Classification, Expected Error Rate.

BibTeX Record:

@TechReport{ramey10rlda,
  author       = {John A. Ramey and Phil D. Young and Dean M. Young},
  title        = {A Comparison of Shrinkage-based Estimators for Regularized Linear Discriminant Analysis in High-Dimensional Classification}
  year         = 2010,
  institution  = {Baylor University},
  type         = {ERID Working Paper},
  number       = 50
}