PDF-TheAnnalsofStatistics2008,Vol.36,No.6,2605–263710.1214/07-AOS504I

Author : mitsue-stanley | Published Date : 2016-05-10

JFANANDYFANinthehighdimensionalcovariancematricesEvenifthetruecovariancematrixisnotillconditionedthesingularityofthesamplecovariancematrixwillmaketheFisherdiscriminationruleinapplicablewhenthedim

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TheAnnalsofStatistics2008,Vol.36,No.6,2605–263710.1214/07-AOS504I: Transcript

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