Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size
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Publication:2041755
DOI10.32917/hmj/1607396493zbMath1469.62423OpenAlexW3150317560MaRDI QIDQ2041755
Publication date: 23 July 2021
Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.32917/hmj/1607396493
non-normalityselection consistencymultivariate linear regressionhybrid-ultra-high-dimensional asymptotic frameworkvariable selection criterion
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Statistical aspects of big data and data science (62R07)
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Cites Work
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