Bolivar-Cime, A.; Marron, J.S. - In: Journal of Multivariate Analysis 115 (2013) C, pp. 108-121
A comparison of some binary discrimination methods is done in the high dimension low sample size context for Gaussian data with common diagonal covariance matrix. In particular we obtain results about the asymptotic behavior of the methods Support Vector Machine, Mean Difference (i.e. Centroid...