High-dimensional consistency of rank estimation criteria in multivariate linear model (Q290726)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-dimensional consistency of rank estimation criteria in multivariate linear model |
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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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