Journal
STATISTICS & PROBABILITY LETTERS
Volume 117, Issue -, Pages 100-112Publisher
ELSEVIER
DOI: 10.1016/j.spl.2016.05.018
Keywords
Classification; Gaussian copula model; Rotate-and-Solve
Categories
Funding
- China Scholarship Council [201506100080]
Ask authors/readers for more resources
In this paper we propose a classifier for the high dimensional Gaussian copula model. Besides, a Rotate-and-Solve procedure is proposed to tackle with the non-sparse case. Both theoretical analysis and simulation study show that the classifier performs better than some state-of-the-art methods. (C) 2016 Elsevier B.V. All rights reserved.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available