Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification

DOI10.1016/J.LAA.2014.04.028MaRDI QIDQ2015078zbMATH OpenOpenAlexWikidataFDO

Authors Yusuke Hashiyama, Hirokazu Yanagihara, Yasunori Fujikoshi

Publication date 18 June 2014

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2014.04.028

zbMATH Keywords

variable selectionnon-normality

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Measures of association (correlation, canonical correlation, etc.) (62H20) Theory of matrix inversion and generalized inverses (15A09)

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Cited in

(4)

• Bias correction of the Akaike information criterion in factor analysis
• A high-dimensional bias-corrected AIC for selecting response variables in multivariate calibration
• Performance of the Kenward–Roger Method when the Covariance Structure is Selected Using AIC and BIC
• High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices

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