Browsing Natural and Agricultural Sciences by Subject "Ledoit and Wolf shrinkage method"

Browsing Natural and Agricultural Sciences by Subject "Ledoit and Wolf shrinkage method"

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  • Classification in high dimension using the Ledoit-Wolf shrinkage method 
    Lotfi, Rasoul; Shahsavani, Davood; Arashi, Mohammad (MDPI, 2022-11-01)
    Classification using linear discriminant analysis (LDA) is challenging when the number of variables is large relative to the number of observations. Algorithms such as LDA require the computation of the feature vector’s ...