Microarrays are capable of determining the expression levels of thousands of genes simultaneously. One important application of gene expression data is classification of samples into categories. In combination with classification methods, this technology can be useful to support clinical management decisions for individual patients, e.g. in oncology. Standard statistic methodologies in classification or prediction do not work well when the number of variables p (genes) far too exceeds the number of samples n. So, modification of existing statistical methodologies or development of new methodologies is needed for the analysis of microarray data.