High-dimensional consistency of rank estimation criteria in multivariate linear model (Q290726)
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scientific article; zbMATH DE number 6588933
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| English | High-dimensional consistency of rank estimation criteria in multivariate linear model |
scientific article; zbMATH DE number 6588933 |
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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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0.90409553
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0.9034846
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0.9026624
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0.89236945
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0.88907135
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0.88664436
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