High-dimensional consistency of rank estimation criteria in multivariate linear model (Q290726): Difference between revisions
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BIC | |||
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\(\mathrm{C}_p\) | |||
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consistency property | |||
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dimensionality | |||
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discriminant analysis | |||
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high-dimensional framework | |||
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multivariate regression model | |||
Property / zbMATH Keywords: multivariate regression model / rank | |||
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multivariate linear model | |||
Property / zbMATH Keywords: multivariate linear model / rank | |||
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rank | |||
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ridge-type criterion | |||
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tuning parameter | |||
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Property / full work available at URL: https://doi.org/10.1016/j.jmva.2016.04.005 / rank | |||
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Latest revision as of 02:28, 20 March 2024
scientific article
Language | Label | Description | Also known as |
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English | High-dimensional consistency of rank estimation criteria in multivariate linear model |
scientific article |
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High-dimensional consistency of rank estimation criteria in multivariate linear model (English)
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3 June 2016
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AIC
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BIC
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\(\mathrm{C}_p\)
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consistency property
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dimensionality
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discriminant analysis
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high-dimensional framework
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multivariate regression model
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multivariate linear model
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rank
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ridge-type criterion
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tuning parameter
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