Classification Error of the Thresholded Independence Rule

Classification Error of the Thresholded Independence Rule

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Article ID: iaor201523765
Volume: 42
Issue: 1
Start Page Number: 32
End Page Number: 42
Publication Date: Mar 2015
Journal: Scandinavian Journal of Statistics
Authors: , ,
Keywords: classification, Statistics (classification)
Abstract:

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.

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