Thank you for the PR. For future reference, please open different PRs for different types of changes. For example, in this case, you could (should) open a PR for fixing typos in documentation, another for adding input validation in zscore, and a third one for the fix in the classification classes. This makes is easier for me to review your suggested changes, but it makes it easier to request revision for particular changes instead of the entire PR.
A final remark, when adding input validation tests, it is best practice (whenever possible) to query the error message in the unit test so that we are sure that the error is called from the exact part of the code as expected.