High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices

DOI10.1016/J.JMVA.2017.03.002zbMath1362.62038OpenAlexW2595346060MaRDI QIDQ2397130

Yasunori Fujikoshi, Yusuke Hashiyama, Hirokazu Yanagihara, Ryoya Oda

Publication date: 29 May 2017

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2017.03.002

zbMATH Keywords

model selectioncanonical correlation analysisinformation criterionhigh-dimensional asymptotic frameworkconsistency of information criterion

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Related Items (4)

Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models ⋮ Unnamed Item ⋮ Strong consistency of log-likelihood-based information criterion in high-dimensional canonical correlation analysis ⋮ Asymptotic null and non-null distributions of test statistics for redundancy in high-dimensional canonical correlation analysis

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