High-dimensional consistency of rank estimation criteria in multivariate linear model (Q290726): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62J05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H20 / rank | |||
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| Property / zbMATH DE Number: 6588933 / rank | |||
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BIC | |||
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\(\mathrm{C}_p\) | |||
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consistency property | |||
| Property / zbMATH Keywords: consistency property / rank | |||
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dimensionality | |||
| Property / zbMATH Keywords: dimensionality / rank | |||
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discriminant analysis | |||
| Property / zbMATH Keywords: discriminant analysis / rank | |||
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high-dimensional framework | |||
| Property / zbMATH Keywords: high-dimensional framework / rank | |||
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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 | |||
| Property / zbMATH Keywords: rank / rank | |||
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ridge-type criterion | |||
| Property / zbMATH Keywords: ridge-type criterion / rank | |||
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tuning parameter | |||
| Property / zbMATH Keywords: tuning parameter / rank | |||
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Revision as of 20:43, 27 June 2023
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)
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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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