Classification Error of the Thresholded Independence Rule.

Autores: Britta Anker Bak, Jens L. Jensen, Morten Fenger-Grøn
Localización: Scandinavian journal of statistics: Theory and applications, ISSN 0303-6898, Vol. 42, Nº. 1, 2015, págs. 32-42
Idioma: inglés
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Resumen
- We consider classification in the situation of two groups with normally distributed data in the ‘large p small n’ framework. To counterbalance the high number of variables, we consider the thresholded independence rule. An upper bound on the classification error is established that is taylored to a mean value of interest in biological applications.