sda (Q18211)
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Shrinkage Discriminant Analysis and CAT Score Variable Selection
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | sda |
Shrinkage Discriminant Analysis and CAT Score Variable Selection |
Statements
Miika Ahdesmaki
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Verena Zuber
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Sebastian Gibb
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8 April 2025
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Provides an efficient framework for high-dimensional linear and diagonal discriminant analysis with variable selection. The classifier is trained using James-Stein-type shrinkage estimators and predictor variables are ranked using correlation-adjusted t-scores (CAT scores). Variable selection error is controlled using false non-discovery rates or higher criticism.
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Identifiers
25 November 2021
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