A Model Selection Criterion for Discriminant Analysis of Several Groups When the Dimension is Larger than the Total Sample Size

DOI10.1080/03610926.2011.611318zbMath1271.62135OpenAlexW2044034794MaRDI QIDQ2920046

Takashi Seo, Masashi Hyodo

Publication date: 23 October 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.611318

zbMATH Keywords

Akaike information criterionhigh-dimensional dataridge-type estimators

Mathematics Subject Classification ID

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

Cites Work

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• Multivariate Theory for Analyzing High Dimensional Data
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• On Information and Sufficiency