High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices (Q2397130)
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scientific article; zbMATH DE number 6723719
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| English | High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices |
scientific article; zbMATH DE number 6723719 |
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High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices (English)
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29 May 2017
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canonical correlation analysis
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consistency of information criterion
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high-dimensional asymptotic framework
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information criterion
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model selection
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