Yilei Wu, Yingli Qin, Mu Zhu, QUADRATIC DISCRIMINANT ANALYSIS FOR HIGH-DIMENSIONAL DATA, Statistica Sinica, Vol. 29, No. 2 (2019), pp. 939-960 ...

The classification rules of linear discriminant analysis are defined by the true mean vectors and the common covariance matrix of the populations from which the data come. Because these true ...