https://doi.org/10.1351/goldbook.10119
Linear discriminant analysis in which variables to build the discriminant functions are removed one at a time to minimise the loss of discrimination, until there is a significant loss.
Notes:
- Significant loss is tested by an F-test
- Interrelationships between variables that have not yet been selected are ignored, and variables already added, which may become largely redundant through subsequent additions, cannot be removed.
See: Array