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Shrinkage-based Diagonal Discriminant Analysis and Its Applications in High-Dimensional Data

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  • Herbert Pang
  • Tiejun Tong
  • Hongyu Zhao

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  • Herbert Pang & Tiejun Tong & Hongyu Zhao, 2009. "Shrinkage-based Diagonal Discriminant Analysis and Its Applications in High-Dimensional Data," Biometrics, The International Biometric Society, vol. 65(4), pages 1021-1029, December.
    • Handle: RePEc:bla:biomet:v:65:y:2009:i:4:p:1021-1029
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    File URL: http://hdl.handle.net/10.1111/j.1541-0420.2009.01200.x
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    References listed on IDEAS

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    1. Tong, Tiejun & Wang, Yuedong, 2007. "Optimal Shrinkage Estimation of Variances With Applications to Microarray Data Analysis," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 113-122, March.
    2. Lee, Jae Won & Lee, Jung Bok & Park, Mira & Song, Seuck Heun, 2005. "An extensive comparison of recent classification tools applied to microarray data," Computational Statistics & Data Analysis, Elsevier, vol. 48(4), pages 869-885, April.
    3. Debashis Ghosh, 2003. "Penalized Discriminant Methods for the Classification of Tumors from Gene Expression Data," Biometrics, The International Biometric Society, vol. 59(4), pages 992-1000, December.
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    Cited by:

    1. Dong, Kai & Pang, Herbert & Tong, Tiejun & Genton, Marc G., 2016. "Shrinkage-based diagonal Hotelling’s tests for high-dimensional small sample size data," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 127-142.
    2. Xiao Min & Chen Ting & Huang Kunpeng & Ming Ruixing, 2020. "Optimal Estimation for Power of Variance with Application to Gene-Set Testing," Journal of Systems Science and Information, De Gruyter, vol. 8(6), pages 549-564, December.
    3. Hwang J.T. Gene & Liu Peng, 2010. "Optimal Tests Shrinking Both Means and Variances Applicable to Microarray Data Analysis," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 9(1), pages 1-35, October.
    4. Tong, Tiejun & Jang, Homin & Wang, Yuedong, 2012. "James–Stein type estimators of variances," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 232-243.
    5. Julia Gilhodes & Florence Dalenc & Jocelyn Gal & Christophe Zemmour & Eve Leconte & Jean Marie Boher & Thomas Filleron, 2020. "Comparison of Variable Selection Methods for Time-to-Event Data in High-Dimensional Settings," Post-Print hal-02934793, HAL.
    6. Song Huang & Tiejun Tong & Hongyu Zhao, 2010. "Bias-Corrected Diagonal Discriminant Rules for High-Dimensional Classification," Biometrics, The International Biometric Society, vol. 66(4), pages 1096-1106, December.

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