Accuracy of regularized D-rule for binary classification |
| |
Authors: | Won Son Johan Lim Xinlei Wang |
| |
Affiliation: | 1. Department of Statistics, Seoul National University, Seoul, Republic of Korea;2. Department of Statistical Science, Southern Methodist University, Dallas, TX, USA |
| |
Abstract: | We consider a regularized D-classification rule for high dimensional binary classification, which adapts the linear shrinkage estimator of a covariance matrix as an alternative to the sample covariance matrix in the D-classification rule (D-rule in short). We find an asymptotic expression for misclassification rate of the regularized D-rule, when the sample size and the dimension both increase and their ratio approaches a positive constant . In addition, we compare its misclassification rate to the standard D-rule under various settings via simulation. |
| |
Keywords: | 62H30 62H99 Classification High dimensional data Linear shrinkage covariance matrix estimator Random matrix theory Regularized D-rule |
本文献已被 ScienceDirect 等数据库收录! |
|