36 citations · 212 across the 30 of their papers we have counts for
Showing 2013Show all
3 papers · 1 filter
math.ST2013★ 4 cited
AIC, Cp and estimators of loss for elliptically symmetric distributions
Aurélie Boisbunon, Stephane Canu, Dominique Fourdrinier +2
In this article, we develop a modern perspective on Akaike's Information Criterion and Mallows' Cp for model selection. Despite the diff erences in their respective motivation, the…
math.ST2013★ 26 cited
Improved multivariate normal mean estimation with unknown covariance when p is greater than n
Didier Chételat, Martin T. Wells
We consider the problem of estimating the mean vector of a p-variate normal distribution under invariant quadratic loss, , when the covariance is unknown…
stat.ML2013★ 1 cited
Supervised Classification Using Sparse Fisher's LDA
Irina Gaynanova, James G. Booth, Martin T. Wells
It is well known that in a supervised classification setting when the number of features is smaller than the number of observations, Fisher's linear discriminant rule is asymptotic…