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High-dimensional consistency of rank estimation criteria in multivariate linear model
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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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