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

DOI10.1016/J.JSPI.2012.06.002zbMATH Open1348.62204OpenAlexW2060436248MaRDI QIDQ451193FDOQ451193

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

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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)

Cites Work

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• Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
• High-dimensional classification using features annealed independence rules
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• Multivariate Theory for Analyzing High Dimensional Data
• Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data
• Selection of variables for discriminant analysis in a high-dimensional case
• TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS
• Comparison of Discrimination Methods for High Dimensional Data
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Cited In (4)

• 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

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