A model selection criterion for discriminant analysis of high-dimensional data with fewer observations

DOI10.1016/J.JSPI.2012.06.002MaRDI QIDQ451193zbMATH OpenOpenAlexFDO

Authors Masashi Hyodo, Muni S. Srivastava, Takayuki Yamada

Publication date 21 September 2012

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2012.06.002

zbMATH Keywords

high-dimensional datadiscriminant analysisAkaike information criterionridge-type estimator

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 3655180 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 3373230 (Why is no real title available?)
• Comparison of Discrimination Methods for High Dimensional Data
• Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
• Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data
• High-dimensional classification using features annealed independence rules
• Multivariate Theory for Analyzing High Dimensional Data
• Selection of variables for discriminant analysis in a high-dimensional case
• TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS

Cited in

(5)

• A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data
• Selection of variables for discriminant analysis in a high-dimensional case
• High-dimensional AICs for selection of variables in discriminant analysis
• A model selection criterion for discriminant analysis of several groups when the dimension is larger than the total sample size
• Consistency of test-based method for selection of variables in high-dimensional two-group discriminant analysis

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