High-dimensional consistency of rank estimation criteria in multivariate linear model
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- scientific article; zbMATH DE number 1034040
Cites work
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- Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression
- Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
- Estimating the dimension of a model
- Estimation of dimensionality in canonical correlation analysis
- High-dimensional asymptotic distributions of characteristic roots in multivariate linear models and canonical correlation analysis
- Joint variable and rank selection for parsimonious estimation of high-dimensional matrices
- Multivariate reduced-rank regression
- Multivariate statistics. High dimensional and large-sample approximations.
- On estimating the dimensionality in canonical correlation analysis
- Optimal selection of reduced rank estimators of high-dimensional matrices
- Reduced-rank regression for the multivariate linear model
- Selection of variables in multivariate regression models for large dimensions
- Some Comments on C P
- Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
- Spectral analysis of large dimensional random matrices
Cited in
(11)- Consistency of the objective general index in high-dimensional settings
- Consistency properties of AIC, BIC, Cp and their modifications in the growth curve model under a large-\((q, n)\) framework
- Wigner and Wishart ensembles for sparse Vinberg models
- A consistent variable selection method in high-dimensional canonical discriminant analysis
- Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case
- Consistency of test-based method for selection of variables in high-dimensional two-group discriminant analysis
- Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis
- Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression
- Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression
- A generalized information criterion for high-dimensional PCA rank selection
- Asymptotic Optimality of Cp-Type Criteria in High-Dimensional Multivariate Linear Regression Models
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