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CODA: High dimensional Copula Discriminant Analysis
Fang Han, Tuo Zhao, Han Liu
Operations Research & Financial Engineering
Research output
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Contribution to journal
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Article
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peer-review
33
Scopus citations
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Dive into the research topics of 'CODA: High dimensional Copula Discriminant Analysis'. Together they form a unique fingerprint.
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Keyphrases
Alternative Choice
16%
Bayes Risk
16%
Classification Methods
16%
Copula
100%
Covariance Matrix
16%
Discriminant Analysis
100%
Discriminant Features
16%
Efficiency Loss
16%
Estimation Efficiency
16%
Gaussian Copula
16%
High-dimensional Classification
16%
High-dimensional Setting
16%
Kendall's tau
16%
Linear Discriminant Analysis
33%
Misclassification Error
16%
Nonparametric
16%
Nonparanormal
16%
Numerical Experiments
16%
Parametric Rate
16%
Ranking Method
16%
Sparsity Pattern
16%
Spearman's rho
16%
Mathematics
Bayes Risk
12%
Classification Method
12%
Copula
100%
Covariance Matrix
12%
Discriminant Analysis
100%
Gaussian Copula
12%
Gaussian Distribution
12%
Numerical Experiment
12%
Parametric
12%
Computer Science
Classification Method
16%
Covariance Matrix
16%
Dimensional Classification
16%
Discriminant Analysis
100%
Linear Discriminant Analysis
33%
Sparsity Pattern
16%
Earth and Planetary Sciences
Covariance
12%
Discriminant Analysis
100%
Economics, Econometrics and Finance
Discriminant Analysis
100%