Brusco, Michael J.; Steinley, Douglas - In: Computational Statistics & Data Analysis 55 (2011) 1, pp. 123-131
Variable selection is a venerable problem in multivariate statistics. In the context of discriminant analysis, the goal is to select a subset of variables that accomplishes one of two objectives: (1) the provision of a parsimonious, yet descriptive, representation of group structure, or (2) the...