Selection of Variables in Multivariate Regression Models for Large Dimensions (Q2920051): Difference between revisions

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+A new look at the statistical model identification
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+Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
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+Information criteria and statistical modeling.
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+Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data
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+Some Comments on C P
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+Q3150922
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+Q3854462
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+Further analysis of the data by Akaike's information criterion and the finite corrections
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