Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria

DOI10.1016/0047-259X(85)90092-2zbMath0591.62053OpenAlexW2061038390MaRDI QIDQ1074986

Yasunori Fujikoshi

Publication date: 1985

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(85)90092-2

zbMATH Keywords

selectionAkaike's information criterionMahalanobis distancelinear discriminant functioncommon covariance matrixdifferent meansselection of variablesp-variate normal populationsasymptotic unbiased estimateerror rate of misclassificationno additional information modeltwo-group discriminant analysis

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Statistical ranking and selection procedures (62F07)

Related Items (12)

An Adaptive Estimation of Dimension Reduction Space ⋮ Identification of inconsistent variates in factor analysis ⋮ Contributions to multivariate analysis by Professor Yasunori Fujikoshi ⋮ A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data ⋮ Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression ⋮ Bayesian approximations to hidden semi-Markov models for telemetric monitoring of physical activity ⋮ Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings ⋮ Direct variable selection for discrimination among several groups ⋮ Variable selection in discriminant analysis for mixed continuous-binary variables and several groups ⋮ Consistency of test-based method for selection of variables in high-dimensional two-group discriminant analysis ⋮ A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large ⋮ Variable selection for structural models

Cites Work

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• A Combinatorial Lemma and Its Application to Probability Theory
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• A Criterion for Selecting Variables for the Linear Discriminant Function
• Selection of the order of an autoregressive model by Akaike's information criterion
• Selection of Variables in Discriminant Analysis by F-Statistic and Error Rate
• An Asymptotic Unbiased Technique for Estimating the Error Rates in Discriminant Analysis
• Linear Statistical Inference and its Applications
• An Asymptotic Expansion for the Distribution of the Linear Discriminant Function
• A new look at the statistical model identification

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