Hyodo, Masashi; Kubokawa, Tatsuya - In: Journal of Multivariate Analysis 123 (2014) C, pp. 364-379
In this paper, we suggest the new variable selection procedure, called MEC, for linear discriminant rule in the high dimensional and large sample setup. MEC is derived as a second-order unbiased estimator of the misclassification error probability of the linear discriminant rule (LDR). It is...