High-dimensional consistency of rank estimation criteria in multivariate linear model (Q290726): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.jmva.2016.04.005 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2347041411 / rank | |||
Normal rank |
Latest revision as of 02:28, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | High-dimensional consistency of rank estimation criteria in multivariate linear model |
scientific article |
Statements
High-dimensional consistency of rank estimation criteria in multivariate linear model (English)
0 references
3 June 2016
0 references
AIC
0 references
BIC
0 references
\(\mathrm{C}_p\)
0 references
consistency property
0 references
dimensionality
0 references
discriminant analysis
0 references
high-dimensional framework
0 references
multivariate regression model
0 references
multivariate linear model
0 references
rank
0 references
ridge-type criterion
0 references
tuning parameter
0 references