Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings

DOI10.1016/J.JMVA.2021.104756MaRDI QIDQ2034468zbMATH OpenOpenAlexWikidataFDO

Authors Tomoyuki Nakagawa, Hiroki Watanabe, Masashi Hyodo

Publication date 22 June 2021

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

Full work available at URL https://doi.org/10.1016/j.jmva.2021.104756

zbMATH Keywords

variable selectionhigh-dimensional datadiscriminant analysisEuclidean distance-based classifierkick-one-out method

Mathematics Subject Classification ID

Point estimation (62F10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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Cites work

• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
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• Asymptotic properties of the misclassification rates for Euclidean distance discriminant rule in high-dimensional data
• Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
• Consistency of test-based method for selection of variables in high-dimensional two-group discriminant analysis
• Discriminant analysis in small and large dimensions
• Distance-based classifier by data transformation for high-dimension, strongly spiked eigenvalue models
• Elliptically contoured models in statistics and portfolio theory
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• Estimation of misclassification probability for a distance-based classifier in high-dimensional data
• High-dimensional AICs for selection of variables in discriminant analysis
• On detection of the number of signals in presence of white noise
• Selection of variables for discriminant analysis in a high-dimensional case
• Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria
• Strong consistency of the information criterion for model selection in multivariate analysis

Cited in

(4)

• Simultaneous variable selection and class fusion with penalized distance criterion based classifiers
• An estimator of misclassification probability for multi-class Euclidean distance classifier in high-dimensional data
• Estimation of misclassification probability for a distance-based classifier in high-dimensional data
• An asymptotic expansion for the distribution of Euclidean distance-based discriminant function in normal populations

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