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: | Bak Britta Anker, Jensen Jens Ledet, Fenger-Grn Morten |
Keywords: | classification, Statistics (classification) |
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.