A criterion for variable selection in multiple discriminant analysis

zbMath0531.62059MaRDI QIDQ788433

Yasunori Fujikoshi

Publication date: 1983

Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

variable selectionmultivariate linear modellinear discriminant analysis

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Pattern recognition, speech recognition (68T10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (10)

Extending AIC to best subset regression ⋮ Contributions to multivariate analysis by Professor Yasunori Fujikoshi ⋮ Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression ⋮ Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression ⋮ Exact and approximate algorithms for variable selection in linear discriminant analysis ⋮ Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings ⋮ A consistent variable selection method in high-dimensional canonical discriminant analysis ⋮ Criteria for selection of response variables and the asymptotic properties in a multivariate calibration ⋮ A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large ⋮ Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria

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