Consistency of log-likelihood-based information criteria for selecting variables in high-dimensional canonical correlation analysis under nonnormality (Q499847)
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scientific article; zbMATH DE number 6490132
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| English | Consistency of log-likelihood-based information criteria for selecting variables in high-dimensional canonical correlation analysis under nonnormality |
scientific article; zbMATH DE number 6490132 |
Statements
Consistency of log-likelihood-based information criteria for selecting variables in high-dimensional canonical correlation analysis under nonnormality (English)
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6 October 2015
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AIC
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assumption of normality
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bias-corrected AIC
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BIC
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consistent AIC
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high-dimensional asymptotic framework
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HQC
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nonnormality
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selection of redundancy model
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selection probability
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0.8653027415275574
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0.8271443843841553
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0.7843917608261108
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0.7700969576835632
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