most citedPivotal Estimation of Linear Discriminant Analysis in High Dimensions

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math.ST2023★ 1 cited

Pivotal Estimation of Linear Discriminant Analysis in High Dimensions

Ethan X. Fang, Yajun Mei, Yuyang Shi +2

We consider the linear discriminant analysis problem in the high-dimensional settings. In this work, we propose PANDA(PivotAl liNear Discriminant Analysis), a tuning-insensitive me…