Selecting a shrinkage parameter in structural equation modeling with a near singular covariance matrix by the GIC minimization method

DOI10.32917/HMJ/1419619749MaRDI QIDQ2258633zbMATH OpenOpenAlexWikidataFDO

Authors Ami Kamada, Hirokazu Yanagihara, Hirofumi Wakaki, Keisuke Fukui

Publication date 26 February 2015

Published in Hiroshima Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.hmj/1419619749

zbMATH Keywords

bias correctionGICmodel selectionnear singular covariance matrixSEMshrinkage parameter

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Estimation in multivariate analysis (62H12)

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(3)

• Structural equation modeling with near singular covariance matrices
• GLS discrepancy based information criteria for selecting covariance structure models
• High-dimensional graphical inference via partially penalised regression

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