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Classification Error of the Thresholded Independence Rule

Britta Anker Bak, Jens Ledet Jensen and Morten Fenger-Grøn

Scandinavian Journal of Statistics, 2015, vol. 42, issue 1, 32-42

Abstract: type="main" xml:id="sjos12093-abs-0001"> 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.

Date: 2015
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