Asymptotic Optimality of Cp-Type Criteria in High-Dimensional Multivariate Linear Regression Models (Q6069865)

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scientific article; zbMATH DE number 7767605
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Asymptotic Optimality of Cp-Type Criteria in High-Dimensional Multivariate Linear Regression Models
scientific article; zbMATH DE number 7767605

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    Asymptotic Optimality of Cp-Type Criteria in High-Dimensional Multivariate Linear Regression Models (English)
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    17 November 2023
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    asymptotic theory
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    high-dimensional statistical inference
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    model selection/variable selection
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