https://doi.org/10.1351/goldbook.10126
Linear discriminant analysis in which variables to build the discriminant functions are introduced one at a time to maximise the discrimination, until there is no significant improvement.
Notes:
- Significant improvement is usually 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.