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stat.ML2025
Structural Effect and Spectral Enhancement of High-Dimensional Regularized Linear Discriminant Analysis
Yonghan Zhang, Zhangni Pu, Lu Yan +1
Regularized linear discriminant analysis (RLDA) is a widely used tool for classification and dimensionality reduction, but its performance in high-dimensional scenarios is inconsis…
stat.ME2025
The Spurious Factor Dilemma: Robust Inference in Heavy-Tailed Elliptical Factor Models
Jiang Hu, Jiahui Xie, Yangchun Zhang +1
Standard methods for determining the number of factors often overestimate the true number when data exhibit heavy-tailed randomness, misinterpreting noise-induced outliers as genui…