Generalized t‐statistic for two‐group classification

DOI10.1111/biom.12265zbMath1390.62277OpenAlexW2147287331WikidataQ44939654 ScholiaQ44939654MaRDI QIDQ3459938

Osamu Komori, Shinto Eguchi, John B. Copas

Publication date: 11 January 2016

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/biom.12265

zbMATH Keywords

asymptotic varianceKullback-Leibler divergencearea under the ROC curveLasso\(t\)-statisticFisher linear discriminant function

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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