High-dimensional consistency of rank estimation criteria in multivariate linear model (Q290726): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+H12
@@ Property / Mathematics Subject Classification ID: 62H12 / rank @@
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+J05
@@ Property / Mathematics Subject Classification ID: 62J05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H20
@@ Property / Mathematics Subject Classification ID: 62H20 / rank @@
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+6588933
@@ Property / zbMATH DE Number: 6588933 / rank @@
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+AIC
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+Normal rank
@@ Property / zbMATH Keywords @@
+BIC
@@ Property / zbMATH Keywords: BIC / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+\(\mathrm{C}_p\)
@@ Property / zbMATH Keywords: \(\mathrm{C}_p\) / rank @@
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@@ Property / zbMATH Keywords @@
+consistency property
@@ Property / zbMATH Keywords: consistency property / rank @@
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@@ Property / zbMATH Keywords @@
+dimensionality
@@ Property / zbMATH Keywords: dimensionality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+discriminant analysis
@@ Property / zbMATH Keywords: discriminant analysis / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+high-dimensional framework
@@ Property / zbMATH Keywords: high-dimensional framework / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multivariate regression model
@@ Property / zbMATH Keywords: multivariate regression model / rank @@
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@@ Property / zbMATH Keywords @@
+multivariate linear model
@@ Property / zbMATH Keywords: multivariate linear model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+rank
@@ Property / zbMATH Keywords: rank / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ridge-type criterion
@@ Property / zbMATH Keywords: ridge-type criterion / rank @@
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@@ Property / zbMATH Keywords @@
+tuning parameter
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+https://doi.org/10.1016/j.jmva.2016.04.005
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+Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
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@@ Property / cites work @@
+Q4420195
@@ Property / cites work: Q4420195 / rank @@
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@@ Property / cites work @@
+Spectral analysis of large dimensional random matrices
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@@ Property / cites work @@
+Optimal selection of reduced rank estimators of high-dimensional matrices
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@@ Property / cites work @@
+Joint variable and rank selection for parsimonious estimation of high-dimensional matrices
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@@ Property / cites work @@
+Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection
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@@ Property / cites work @@
+Q3696332
@@ Property / cites work: Q3696332 / rank @@
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@@ Property / cites work @@
+High-dimensional asymptotic distributions of characteristic roots in multivariate linear models and canonical correlation analysis
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@@ Property / cites work @@
+Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression
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@@ Property / cites work @@
+Multivariate Statistics
@@ Property / cites work: Multivariate Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of dimensionality in canonical correlation analysis
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@@ Property / cites work @@
+On estimating the dimensionality in canonical correlation analysis
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@@ Property / cites work @@
+Reduced-rank regression for the multivariate linear model
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@@ Property / cites work @@
+Q5658988
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@@ Property / cites work @@
+Selection of Variables in Multivariate Regression Models for Large Dimensions
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@@ Property / cites work @@
+Some Comments on C P
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+Normal rank
@@ Property / cites work @@
+Multivariate reduced-rank regression
@@ Property / cites work: Multivariate reduced-rank regression / rank @@
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+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
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+Q5433282
@@ Property / cites work: Q5433282 / rank @@
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@@ Property / cites work @@
+Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
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+Publication:290726