High-dimensional data such as microarrays have created new challenges to traditional statistical methods. One such example is on class prediction with high-dimension, low-sample size data. Due to the small sample size, the sample mean estimates are usually unreliable. As a consequence, the performance of the class prediction methods using the sample mean may also be unsatisfactory. To obtain more accurate estimation of parameters some statistical methods, such as regularizations through shrinkage, are often desired.