High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis

DOI10.1016/j.jmva.2021.104860zbMath1493.62305MaRDI QIDQ2062799

Yasunori Fujikoshi

Publication date: 3 January 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104860

zbMATH Keywords

discriminant analysis; multivariate regression model; selection of variables; high-dimensional consistency; general information criteria; KOO method

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62H30: Classification and discrimination; cluster analysis (statistical aspects)

Uses Software

• penalizedLDA

Cites Work

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