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5. Accuracy of Regularized D-rule for Binary Classification

Accuracy of Regularized D-rule for Binary Classification

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：wangyingadvance

【摘 要】

：

In this paper,we consider a regularized D-classification rule(or simply D-rule)for high dimensional binary classification which adapts the linear shrinkage estimator of covariance matrix as an alterna

【作 者】

：

Won Son Johan Lim Xinlei Wang 

【机 构】

：

Department of Statistics,Seoul National University,Seoul,08826,Korea

【出 处】

：

上海交通大学

【发表日期】

：

2016年4期

【关键词】

：

Classification high dimensional data linear shrinkage covariance matrix estimato 

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　　In this paper,we consider a regularized D-classification rule(or simply D-rule)for high dimensional binary classification which adapts the linear shrinkage estimator of covariance matrix as an alternative to the sample covariance matrix.

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