Zhang, Chong; Liu, Yufeng; Wu, Zhengxiao - In: The American Statistician 67 (2013) 3, pp. 134-142
Shrinkage methods have been shown to be effective for classification problems. As a form of regularization, shrinkage through penalization helps to avoid overfitting and produces accurate classifiers for prediction, especially when the dimension is relatively high. Despite the benefit of...